A tutorial on uniform variate generation
In typical stochastic simulations, randomness is produced by generating a sequence of independent uniform variates (usually real-valued between 0 and 1, or integer-valued in some interval) and transforming them in the appropriate way. In this tutorial, we examine practical ways of generating such va...
Uloženo v:
| Vydáno v: | Proceedings of the 21st conference on Winter simulation s. 40 - 49 |
|---|---|
| Hlavní autor: | |
| Médium: | Konferenční příspěvek |
| Jazyk: | angličtina |
| Vydáno: |
New York, NY, USA
ACM
01.10.1989
|
| Edice: | ACM Conferences |
| Témata: | |
| ISBN: | 0911801588, 9780911801583 |
| On-line přístup: | Získat plný text |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
| Shrnutí: | In typical stochastic simulations, randomness is produced by generating a sequence of independent uniform variates (usually real-valued between 0 and 1, or integer-valued in some interval) and transforming them in the appropriate way. In this tutorial, we examine practical ways of generating such variates on a computer. We compare them in terms of ease of implementation, efficiency, flexibility, theoretical support, and statistical robustness. We look in particular at the following classes of generators: linear congruential (in scalar and matrix form), lagged-Fibonacci (including generalized feedback shift register) and combined. We also mention others and give a bibliographic survey of the most recent papers on the subject. |
|---|---|
| Bibliografie: | SourceType-Conference Papers & Proceedings-1 ObjectType-Conference Paper-1 content type line 25 |
| ISBN: | 0911801588 9780911801583 |
| DOI: | 10.1145/76738.76744 |