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pLab: Random Number Generation

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Author:Peter Hellekalek; Mathematics Dept., University of Salzburg
Description: Results and links on this fundamental topic in stochastic simulation. RNGs are deterministic algorithms that produce numbers with certain distribution properties. Roughly speaking, these numbers should behave similar to realizations of independent, identically distributed random variables. The pLab project investigates inversive RNGs: inversive random number generators. Results of statistical tests of inversive generators in comparison to classical generators; tables of parameters to implement inversive generators and algorithms to obtain such parameters; portable implementations in C of inversive ("ICG") and explicit-inversive ("EICG") congruential generators; readable accounts of the theoretical background; a What's new in this field that directs you to important new results; a First Reading List helpful for novices.

Levels: College, Research
Languages: English
Resource Types: Articles, Bibliographies, Topic Tools Miscellaneous
Math Topics: Stochastic Processes

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