  We introduce a method to exactly generate bridge trajectories for
discrete-time random walks, with arbitrary jump distributions, that are
constrained to initially start at the origin and return to the origin after a
fixed time. The method is based on an effective jump distribution that
implicitly accounts for the bridge constraint. It is illustrated on various
jump distributions and is shown to be very efficient in practice. In addition,
we show how to generalize the method to other types of constrained random walks
such as generalized bridges, excursions, and meanders.
