Keyword: random number generators

Found 30 papers in total
A novel dynamic model of pseudo random number generator
A novel dynamic model of pseudo random number generator
2011,
An interesting hierarchy of random number generators is introduced in this paper based...
Maximally equidistributed pseudorandom number generators via linear output transformations
Maximally equidistributed pseudorandom number generators via linear output transformations
2009,
This article discusses construction of maximally equidistributed (ME) linear feedback...
Generation of pseudorandom binary sequences by means of linear feedback shift registers (LFSRs) with dynamic feedback
Generation of pseudorandom binary sequences by means of linear feedback shift registers (LFSRs) with dynamic feedback
2013,
In 2002, Mita et al. proposed a pseudorandom bit generator based on a dynamic linear...
Patterns in stock market movements tested as random number generators
Patterns in stock market movements tested as random number generators
2013,
This paper shows that tests of Random Number Generators (RNGs) may be used to test the...
Pseudo‐random streams for distributed and parallel stochastic simulations on GP‐GPU
Pseudo‐random streams for distributed and parallel stochastic simulations on GP‐GPU
2012,
Random number generation is a key element of stochastic simulations. It has been...
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes
Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes
2011,
A uniform random vector over a simplex is generated. An explicit expression for the...
Randomized methods based on new Monte Carlo schemes for control and optimization
Randomized methods based on new Monte Carlo schemes for control and optimization
2011,
We address randomized methods for control and optimization based on generating points...
An algorithm for fast generation of bivariate Poisson random vectors
An algorithm for fast generation of bivariate Poisson random vectors
2010,
We present the ‘trivariate reduction extension’ (TREx)–an exact...
Stream correlations in multiple recursive and congruential generators
Stream correlations in multiple recursive and congruential generators
2007,
The use of common random numbers is a method of variance reduction usually implemented...
The filtered nearest neighbor method for generating low-discrepancy sequences
The filtered nearest neighbor method for generating low-discrepancy sequences
2004,
We introduce the filtered nearest neighbor method for generating low-discrepancy...
An object-oriented random-number package with many long streams and substreams
An object-oriented random-number package with many long streams and substreams
2002,
Multiple independent streams of random numbers are often required in simulation...
An algorithm for generating random numbers with binomial distribution
An algorithm for generating random numbers with binomial distribution
2000,
In this paper we introduce an algorithm for generating random numbers with binomial...
Good parameters and implementations for combined multiple recursive random number generators
Good parameters and implementations for combined multiple recursive random number generators
1999,
Combining parallel multiple recursive sequences provides an efficient way of...
Combined multiple recursive random number generators
Combined multiple recursive random number generators
1996,
We analyze the random number generators obtained by combining two or more multiple...
Hit-and-run mixes fast
Hit-and-run mixes fast
1999,
It is shown that the ‘hit-and-run’ algorithm for sampling from a convex...
Generating correlated random variables for a simulation model
Generating correlated random variables for a simulation model
1999,
In most simulation textbooks, a great deal of attention is given to generating...
A flexible method for estimating inverse distribution functions in simulation experiments
A flexible method for estimating inverse distribution functions in simulation experiments
1994,
To generate random variates from an unknown continuous distribution, we present...
Systematic searches for good multiple recursive random number generators
Systematic searches for good multiple recursive random number generators
1997,
This paper proposes two systematic ways to search for good MRGs, in terms of the...
Simulation metamodel estimation using a combined correlation-based variance reduction technique for first- and higher-order metamodels
Simulation metamodel estimation using a combined correlation-based variance reduction technique for first- and higher-order metamodels
1995,
This paper develops a procedure for jointly applying the correlation-based variance...
Generation of points on a curve with prescribed distribution of their arc length
Generation of points on a curve with prescribed distribution of their arc length
1996,
The generation of points on a curve with a priori control of their arc length...
Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences
Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences
1997,
Usually, the t- dimensional spectral test for linear congruential generators examines...
Ranking of the best random number generators via entropy-uniformity theory
Ranking of the best random number generators via entropy-uniformity theory
1996,
A key need in modern computer-based science and technology is for a high-quality...
Using common random numbers for indifference-zone selection and multiple comparisons in simulation
Using common random numbers for indifference-zone selection and multiple comparisons in simulation
1995,
The authors present a general recipe for constructing experiment design and analysis...
Problem of uniqueness in the renewal process generated by the uniform distribution
Problem of uniqueness in the renewal process generated by the uniform distribution
1992,
The renewal process generated by the uniform distribution, when interpreted as a...
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