The generation of good pseudo-random numbers is the base of many important fields in scientific computing, such as randomized algorithms and numerical solution of stochastic differential equations. In this paper, a cl...The generation of good pseudo-random numbers is the base of many important fields in scientific computing, such as randomized algorithms and numerical solution of stochastic differential equations. In this paper, a class of random number generators （RNGs） based on Weyl sequence is proposed. The uniformity of those RNGs is proved theoretically. Statistical and numerical computations show the efficiency of the methods.展开更多
基金Supported by National Natural Science Foundation of China （19871047）and National Key Basic Research Special Fund（1998020306）.
文摘The generation of good pseudo-random numbers is the base of many important fields in scientific computing, such as randomized algorithms and numerical solution of stochastic differential equations. In this paper, a class of random number generators （RNGs） based on Weyl sequence is proposed. The uniformity of those RNGs is proved theoretically. Statistical and numerical computations show the efficiency of the methods.
