Random-Number Generation
[Pages:46]Random-Number Generation
26-1
?2010 Raj Jain
Overview
Desired properties of a good generator Linear-congruential generators Tausworthe generators Survey of random number generators Seed selection Myths about random number generation
26-2
?2010 Raj Jain
Random-Number Generation
Random Number = Uniform (0, 1) Random Variate = Other distributions
= Function(Random number)
26-3
?2010 Raj Jain
A Sample Generator
For example,
Starting with x0=5:
The first 32 numbers obtained by the above procedure 10, 3, 0, 1, 6, 15, 12, 13, 2, 11, 8, 9, 14, 7, 4, 5 10, 3, 0, 1, 6, 15, 12, 13, 2, 11, 8, 9, 14, 7, 4, 5.
By dividing x's by 16: 0.6250, 0.1875, 0.0000, 0.0625, 0.3750, 0.9375, 0.7500, 0.8125, 0.1250, 0.6875, 0.5000, 0.5625, 0.8750, 0.4375, 0.2500, 0.3125, 0.6250, 0.1875, 0.0000, 0.0625, 0.3750, 0.9375, 0.7500, 0.8125, 0.1250, 0.6875, 0.5000, 0.5625, 0.8750, 0.4375, 0.2500, 0.3125.
26-4
?2010 Raj Jain
Terminology
Seed = x0 Pseudo-Random: Deterministic yet would pass randomness
tests Fully Random: Not repeatable Cycle length, Tail, Period
26-5
?2010 Raj Jain
Desired Properties of a Good Generator
It should be efficiently computable. The period should be large. The successive values should be independent and
uniformly distributed
26-6
?2010 Raj Jain
Types of Random-number Generators
Linear congruential generators Tausworthe generators Extended Fibonacci generators Combined generators
26-7
?2010 Raj Jain
Linear-Congruential Generators
Discovered by D. H. Lehmer in 1951 The residues of successive powers of a number have good
randomness properties.
Equivalently,
a = multiplier m = modulus
26-8
?2010 Raj Jain
................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- random number generation university of michigan
- generator set gasoline engine driven skid mounted
- standard mod 027 1 — verification of models and data for
- 300 mv to 1 0 v for ppg3200 notice to eu customers
- random number generation
- cryptographic secure pseudo random bits generation the
- legit working free fortnite skins generator
- standard development roadmap nerc
- generating uniform random numbers
- random number generation rice university
Related searches
- python random number between
- random number generator 1 10
- random number picker 1 100
- python random number in range
- random number from 1 to 100
- random number generator 1 50
- google random number generator
- random number generator list 1 10
- random number generator pairs
- pick random number between
- random number generators
- best random number generator