This note suggests that expressing a distribution function as a mixture of suitably chosen distribution functions leads to improved methods for generating random variables in a computer. The idea is ...

Wim Vervaat, On a Stochastic Difference Equation and a Representation of Non-Negative Infinitely Divisible Random Variables, Advances in Applied Probability, Vol. 11, No. 4 (Dec., 1979), pp. 750-783 ...