Abstract
Many practiced and proposed methods for the generation of pseudo-random numbers for use in Monte Carlo calculation can be expressed in the following way: One chooses an integer P, the base; an integer λ, the multiplier, prime to P; and an integer μ, the increment, less than P (μ is frequently, but not always, zero).
- 1 D. H. LEHMER, Mathematical methods in large-scale computing units. Annals of the Computation Laboratory of Harvard University, No. 26, Proceedings of a Second Symposium on Large-Scale Digital Calculating Machinery, p. 141 (1951).Google Scholar
- 2 J. TODD AND O. TAUSSKY TODD, "Generation of Pseudo-Random Numbers," in Symposium on Monte Carlo Methods (H. A. Meyer, Ed ), pp. 15-28 (John Wiley and Sons, New York, 1956).Google Scholar
- 3 M. L. JuscosA, Random number generation on the BRL high-speed computing machines, Report No. 855, Ballistics Research Laboratories, Aberdeen Proving Ground, Maryland, 1953.Google Scholar
- 4 D. L. jOHNSON, Generating and testing pseudo-random numbers on the IBM Type 701, Math. Tables Aids Comp. 10 (1956), 8-13.Google Scholar
- 5 JAcK MOS~MAN, The generation of pseudo random numbers on a decimal calculator, J. Assoc. Comp. Mach. 1 (1954), 88-91. Google Scholar
- 6 EvE BOFINGER AND V. I. BOFINGER, A periodic property of pseudo-random sequences, J. Assoc. Comp Mach 5 (1958), 261-265. Google Scholar
- 7 J. E. CERTAINE, On sequences of pseudo-random numbers of maximal length, J Assoc. Comp. Mach 5 (1958), 353. Google Scholar
Index Terms
Serial Correlation in the Generation of Pseudo-Random Numbers
Recommendations
The Design and Implementation of a Pseudo Random Number Generation Algorithm
CINC '09: Proceedings of the 2009 International Conference on Computational Intelligence and Natural Computing - Volume 02This paper analyzes the generation of pseudorandom number theory, gives a brief description of the pseudorandom number generation mechanisms in SQL Server 2000,and then proposes a new method to generate pseudo random number in database system. This ...
A Horadam-Based Pseudo-Random Number Generator
UKSIM '14: Proceedings of the 2014 UKSim-AMSS 16th International Conference on Computer Modelling and SimulationUniformly distributed pseudo-random number generators are commonly used in certain numerical algorithms and simulations. In this article a random number generation algorithm based on the geometric properties of complex Horadam sequences was ...
TinyMT pseudo random number generator for Erlang
Erlang '12: Proceedings of the eleventh ACM SIGPLAN workshop on Erlang workshopThis paper is a case study of implementing Tiny Mersenne Twister (TinyMT) pseudo random number generator (PRNG) for Erlang. TinyMT has a longer generation period (2127-1) than the stock implementation of Erlang/OTP random module. TinyMT can generate ...






Comments