Date: Nov 14, 2012 9:19 AM
Author: Dmitrey Yershov
Subject: Generate random numbers with fixed sum and different constraints

Hello. I need to generate non-negative rundom numbers sum of which is equal to 1. Each number xi is constrained: ai<=xi<=bi. How can I do this? Similar question was solved here

but in this alghorithm a<=xi<=b (a and b are the same for all xi). Any ideas?