期刊文献+

COMPARING THE INDEPENDENCE OF DIFFERENT RANDOM NUMBER GENERATORS

COMPARING THE INDEPENDENCE OF DIFFERENT RANDOM NUMBER GENERATORS
原文传递
导出
摘要 Pseudo-random number generators have always been important in experimental design, computer simulation, cryptography and statistical analysis. This paper presents a method of comparing the degree of independence exhibited by various random number generators, a procedure, based on consideration of the largest (in modulus) non-unit eigenvalue of the observed Markov transition matrix, is used to assess the 'randomness' of a random number generator.
作者 WANGDongqian
机构地区 SchoolofMathematics
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2005年第3期309-318,共10页 系统科学与复杂性学报(英文版)
关键词 markov chain random number generator EIGENVALUE test of independence SIMULATION curve fitting Markov链 特征值 随机发生器 自主测试 仿真技术
  • 相关文献

参考文献15

  • 1B.J.T.Morgan,Elements of Simulation,Chapman and Hall,London,1984.
  • 2W.J.Kennedy,and J.E.Gentle,Statistical Computing,Marcel Dekker,New York,1980.
  • 3G. Marsaglia, A Current View of Random Number Generation, In Computer science and statistics: sixteenth symposium on the interface, L. Billard (Ed.) 3-10 Elsevier, New York, 1985.
  • 4D. Q. Wang, and D. J. Scott, Testing a Markov chain for independence, Commu. Stat. Theory and Methods, 1989, 18(11): 4085-4103.
  • 5D. Q. Wang, and J. s. Maritz, Note on testing a three state Markov chain for independence, J.Statist. Comput. Simul., 1990, 37: 61-68.
  • 6A. Haas, The multiple prime random number generator, ACM Transitions on Mathematical Software, 1987, 13(4): 365-381.
  • 7B. A. Wichmannl and I. D. Hill, An efficient and portable Pseudo-random number generator, Appl.Statist., 1982, 1(31): 188-190.
  • 8I. M. S. L., International Mathematical and Statistical Library, Vol.3. Houston: IMSL, 963-964 and 1043-1044, 1987.
  • 9A. Srinivasan, M. Mascagni, and D. Ceperley, Testing parallel random number generators, Parallel Computing,2003,29: 69-94.
  • 10D. E. Knuth, The art of computer programming: semi-numerical algorithms, Vol.2, Addison-Wesley, Reading Mass, 1969.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部