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Uniform Random Numbers
Theory and Practice
Buch von Shu Tezuka
Sprache: Englisch

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Beschreibung
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.
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.
Inhaltsverzeichnis
1 Introduction.- 2 Preliminaries from Number Theory.- 3 Linear Congruential Generators.- 4 Beyond Linear Congruential Generators.- 5 Statistical Tests.- 6 Derandomization.- A Sample C Routines.- References.
Details
Erscheinungsjahr: 1995
Fachbereich: Analysis
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 226
Reihe: The Springer International Series in Engineering and Computer Science
Inhalt: xii
209 S.
ISBN-13: 9780792395720
ISBN-10: 0792395727
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Tezuka, Shu
Auflage: 1995
Hersteller: Springer US
Springer US, New York, N.Y.
The Springer International Series in Engineering and Computer Science
Maße: 241 x 160 x 17 mm
Von/Mit: Shu Tezuka
Erscheinungsdatum: 31.05.1995
Gewicht: 0,509 kg
preigu-id: 102409344
Inhaltsverzeichnis
1 Introduction.- 2 Preliminaries from Number Theory.- 3 Linear Congruential Generators.- 4 Beyond Linear Congruential Generators.- 5 Statistical Tests.- 6 Derandomization.- A Sample C Routines.- References.
Details
Erscheinungsjahr: 1995
Fachbereich: Analysis
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 226
Reihe: The Springer International Series in Engineering and Computer Science
Inhalt: xii
209 S.
ISBN-13: 9780792395720
ISBN-10: 0792395727
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Tezuka, Shu
Auflage: 1995
Hersteller: Springer US
Springer US, New York, N.Y.
The Springer International Series in Engineering and Computer Science
Maße: 241 x 160 x 17 mm
Von/Mit: Shu Tezuka
Erscheinungsdatum: 31.05.1995
Gewicht: 0,509 kg
preigu-id: 102409344
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