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Uniform Random Numbers : Theory and Practice - Shu Tezuka

Uniform Random Numbers

Theory and Practice

Hardcover

Published: 31st May 1995
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In earlier forewords to the books in this series on Discrete Event Dynamic Systems (DEDS), we have dwelt on the pervasive nature of DEDS in our human-made world. From manufacturing plants to computer/communication networks, from traffic systems to command-and-control, modern civilization cannot function without the smooth operation of such systems. Yet mathemat­ ical tools for the analysis and synthesis of DEDS are nascent when compared to the well developed machinery of the continuous variable dynamic systems char­ acterized by differential equations. The performance evaluation tool of choice for DEDS is discrete event simulation both on account of its generality and its explicit incorporation of randomness. As it is well known to students of simulation, the heart of the random event simulation is the uniform random number generator. Not so well known to the practitioners are the philosophical and mathematical bases of generating "random" number sequence from deterministic algorithms. This editor can still recall his own painful introduction to the issues during the early 80's when he attempted to do the first perturbation analysis (PA) experiments on a per­ sonal computer which, unbeknownst to him, had a random number generator with a period of only 32,768 numbers. It is no exaggeration to say that the development of PA was derailed for some time due to this ignorance of the fundamentals of random number generation.

Series Foreword
Preface
Introductionp. 1
Preliminaries from Number Theoryp. 7
Linear Congruential Generatorsp. 57
Beyond Linear Congruential Generatorsp. 83
Statistical Testsp. 143
Derandomizationp. 161
A Sample C Routinesp. 193
Referencesp. 197
Indexp. 207
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792395720
ISBN-10: 0792395727
Series: KLUWER INTERNATIONAL SERIES IN ENGINEERING AND COMPUTER SCIENCE
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 209
Published: 31st May 1995
Publisher: Springer
Country of Publication: NL
Dimensions (cm): 24.77 x 16.51  x 1.91
Weight (kg): 0.57