Table of Contents
Random-Number Generation
Overview
Random-Number Generation
A Sample Generator
Terminology
Desired Properties of a Good Generator
Types of Random-number Generators
Linear-Congruential Generators
Selection of LCG Parameters
Period vs. Autocorrelation
Multiplicative LCG
Multiplicative LCG with m=2k
Multiplicative LCG with mı 2k
Schrage's Method
Generator Using Integer Arithmetic
Generator Using Real Arithmetic
Tausworthe Generators
Linear Feedback Shift Register
Generating U(0,1)
Properties of Tausworthe Generators
Primitive Trinomials
List of Primitive Trinomials.
Disadvantages of Tausworthe Generators
Generalized Feedback Shift Register (GFSR)
Extended Fibonacci Generators
Combined Generators
Survey of Random-Number Generators
Seed Selection
Table of Seeds
Myths About Random-Number Generation
Summary
Homework
Exercise 26.1
Exercise 26.2
Exercise 26.3
Exercise 26.4
Exercise 26.5
Exercise 26.6
Exercise 26.7
Exercise 26.8
Exercise 26.9
Exercise 26.10
Exercise 26.11 |