Journal ArticleDOI
Recent trends in random number and random vector generation
TLDR
A survey of recent work in the areas of uniform pseudorandom number and uniform pseudOrandom vector generation is presented and a progress report on the construction of quasirandom points for efficient multidimensional numerical integration is given.Abstract:
A survey of recent work in the areas of uniform pseudorandom number and uniform pseudorandom vector generation is presented. The emphasis is on methods for which a detailed theory is available. A progress report on the construction of quasirandom points for efficient multidimensional numerical integration is also given.read more
Citations
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Book
Handbook of Monte Carlo Methods
TL;DR: Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research.
Journal ArticleDOI
Random numbers for simulation
TL;DR: This paper focuses mainly on efficient and recently proposed techniques for generating uniform pseudorandom numbers, and aims to design more robust generators without having to pay too much in terms of portability, flexibility, and efficiency.
Journal ArticleDOI
On finite pseudorandom binary sequences I: Measure of pseudorandomness, the Legendre symbol
Christian Mauduit,András Sárközy +1 more
TL;DR: This series focuses on problems of the first type, i.e., on constructing and testing, more exactly, on apriori or, as Knuth calls it, " theoretical " testing.
Journal ArticleDOI
Uniform random number generation
TL;DR: In this article, the authors examine practical ways of generating (deterministic approximations to) such uniform variates on a computer and compare them in terms of ease of implementation, efficiency, theoretical support, and statistical robustness.
Journal ArticleDOI
A search for good multiple recursive random number generators
TL;DR: An extensive computer search for good multiple recursive generators, in terms of their lattice structure and implementation speed, finds generators that are a little slower than the usual linear congruential generators, but have much longer periods and much better statistical properties.
References
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Book
The Art of Computer Programming
TL;DR: The arrangement of this invention provides a strong vibration free hold-down mechanism while avoiding a large pressure drop to the flow of coolant fluid.
Journal ArticleDOI
Non-Uniform Random Variate Generation.
B. J. T. Morgan,Luc Devroye +1 more
TL;DR: This chapter reviews the main methods for generating random variables, vectors and processes in non-uniform random variate generation, and provides information on the expected time complexity of various algorithms before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods.
Book
Non-uniform random variate generation
TL;DR: A survey of the main methods in non-uniform random variate generation can be found in this article, where the authors provide information on the expected time complexity of various algorithms, before addressing modern topics such as indirectly specified distributions, random processes and Markov chain methods.