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CPS713 APPLICATIONS OF
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Comparison of Methods---II
6: Generation of Random Numbers
6Overview of Generation of Random Numbers
Generation of Random Numbers---Genuinely Random
Congruential Pseudorandom Numbers
Congruential Random Numbers in Monte Carlo
A Practical Congruential Pseudorandom Number Generator
Shift Register Pseudorandom Numbers---Overview
Initialization of Pseudorandom Numbers
Correlations
Decorrelation of Pseudorandom Numbers
Generation of Gaussian Random Numbers---I
Generation of Gaussian Random Numbers---II
Generation of General Random Number Distributions
Generation of Exponentially Distributed Random Numbers
Interpolation to Find General Distributions---I
Interpolation to Find General Distributions---II
Accept/Reject Method for General Probability Distributions
Accept-Reject Methods for Event Generation---I
Accept-Reject Methods for Event Generation---II
Geoffrey Fox
,
Northeast Parallel Architectures Center
at Syracuse University,
gcf@npac.syr.edu
