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A Pseudo Random Number Generator under Windows Using Refined Descriptive Sampling

A Pseudo Random Number Generator under Windows Using Refined Descriptive Sampling
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摘要 In this paper, we propose a software component under Windows that generates pseudo random numbers using RDS (Refined Descriptive Sampling) as required by the simulation. RDS is regarded as the best sampling method as shown in the literature. In order to validate the proposed component, its implementation is proposed on approximating integrals. The simulation results from RDS using "RDSRnd" generator were compared to those obtained using the generator "Rnd" included in the Pascal programming language under Windows. The best results are given by the proposed software component.
出处 《Computer Technology and Application》 2013年第2期85-92,共8页 计算机技术与应用(英文版)
关键词 Random sampling refined descriptive sampling software component SIMULATION integral. Windows 伪随机数发生器 采样方法 精制 软件组件 Pascal RDS 近似积分
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参考文献3

  • 1A. Doucet, N.De Freitas, N. Gordon. Sequential Monte Carlo methods in practice, Springer-Verlag, N.Y., 2001.
  • 2E. Saliby, Descriptive sampling: A better approach to Monte Carlo simulation, Journal of the Operational Research Society 41 (12) (1990) 1133-1142.
  • 3M. Tari, A. Dahmani, Refined descriptive sampling: A better approach to Monte Carlo Simulation, Simulation Modelling Practice and Theory 14 (2006) 143-160.

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