Vectorization techniques for probability distribution functions using VecCore

Abstract

Probability distribution functions (PDFs) are very used in modeling random processes and physics simulations. Improving the performance of algorithms that generate many random numbers under complex PDFs is often a very challenging task when methods as direct functions are not available. In this work we present general strategies on how to vectorize some PDFs using VecCore library. We show the results for the Exponential, Gaussian, discrete Poisson and Gamma probability distributions.