Uniform Random Numbers: Theory and Practice / Edition 1

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Uniform Random Numbers: Theory and Practice provides a comprehensive exposition of major developments over the last decade in uniform random number generation for practical use. The book meets the needs of general readers who are interested in state-of-the-art algorithmic methods for generating 'randomness' on a computer. Since the emphasis is on practice in relation to the theoretical background of uniform random numbers, the discussion of interesting, but rather philosophical questions concerning randomness itself is limited to some appropriate references.
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Editorial Reviews

Reviews advances during the past decade in generating truly unpredictable random numbers on a computer, which is useful for modeling discrete events, VLSI testing, cryptology, and financial engineering as well as computer games. A practical approach for non-specialists, considering theory only marginally. After overviewing the field and reviewing the three branches of number theory, covers linear and more advanced congruential generators, statistical tests, and de-randomization for making algorithms that involve randomness purely deterministic. Includes three sample routines in ANSI C. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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Product Details

Table of Contents

Series Foreword by Yu-Chi Ho. Preface. 1: Introduction. 2: Preliminaries from Number Theory. 2.1. Modular Arithmetic. 2.2. Geometry of Numbers. 2.3. Uniform Distribution of Sequences. 3: Linear Congruential Generators. 3.1. Lattice Structure. 3.2. Spectral Test. 3.3. Implementing Long-Period LCGs. 4: Beyond Linear Congruential Generators. 4.1. LCGs Using Polynomial Arithmetic. 4.2. LCGs Using Multiplicative Inversion. 4.3. Random Sequences in Cryptography. 5: Statistical Tests. 5.1. Description of Test Procedures. 5.2. Tests Using Non-Uniform Random Variate Generation. 6: Derandomization. 6.1. Low-Discrepancy Sequences. 6.2. K-wise Independent Random Variables. A: Sample C Routines. References Index.

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