Uniform Random Numbers: Theory and Practice / Edition 1

by Shu Tezuka

Overview

In earlier forewords to the books in this series on Discrete Event Dynamic Systems (DEDS), we have dwelt on the pervasive nature of DEDS in our human-made world. From manufacturing plants to computer/communication networks, from traffic systems to command-and-control, modern civilization cannot function without the smooth operation of such systems. Yet mathematical tools for the analysis and synthesis of DEDS are nascent when compared to the well developed machinery of the continuous variable dynamic systems char­ acterized by differential equations. The performance evaluation tool of choice for DEDS is discrete event simulation both on account of its generality and its explicit incorporation of randomness. As it is well known to students of simulation, the heart of the random event simulation is the uniform random number generator. Not so well known to the practitioners are the philosophical and mathematical bases of generating "random" number sequence from deterministic algorithms. This editor can still recall his own painful introduction to the issues during the early 80's when he attempted to do the first perturbation analysis (PA) experiments on a per­ sonal computer which, unbeknownst to him, had a random number generator with a period of only 32,768 numbers. It is no exaggeration to say that the development of PA was derailed for some time due to this ignorance of the fundamentals of random number generation.

Product Details

ISBN-13:	9780792395720
Publisher:	Springer US
Publication date:	05/31/1995
Series:	The Springer International Series in Engineering and Computer Science , #315
Edition description:	1995
Pages:	209
Product dimensions:	6.10(w) x 9.25(h) x 0.24(d)

Table of Contents

1 Introduction.- 2 Preliminaries from Number Theory.- 3 Linear Congruential Generators.- 4 Beyond Linear Congruential Generators.- 5 Statistical Tests.- 6 Derandomization.- A Sample C Routines.- References.

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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