Inverse Transform Sampling method on FPGA ( pseudo random number generation)

Hi,



I am working on pseudo random number generation topic. To be precise, Inverse Transform Sampling method , i.e., a method for generating sample numbers at random from any probability distribution given its cumulative distribution function.

The problem that the inverse transform sampling method solves is as follows:



- Let X be a random variable whose distribution can be described by the cumulative distributive function Fx.

- I want to generate values of X which are distributed according to this distribution.



The exact reference of what I would like to implement on FPGA is : https://en.wikipedia.org/wiki/Inverse_transform_sa...



Questions:

- What would be the mathematical challenges? I mean challenges in context of natural log and then data types like integer, fixed and floating points.

- What should be the right approach? I mean the starting point.



I am looking for some example codes (if any) and helping literature that would help me to understand the granularity of implementation on FPGA.



Looking forward to suggestions. Thanks a lot !

I suggest you to start with some math tool such as Octave where you find example about that, and then to implement this on FPGA. But this latter would be the next step.