Uniform Random Numbers

Theory and Practice

  • Shu Tezuka

Table of contents

  1. Front Matter
    Pages i-xii
  2. Shu Tezuka
    Pages 1-6
  3. Shu Tezuka
    Pages 7-55
  4. Shu Tezuka
    Pages 57-82
  5. Shu Tezuka
    Pages 83-142
  6. Shu Tezuka
    Pages 143-160
  7. Shu Tezuka
    Pages 161-192
  8. Back Matter
    Pages 193-209

About this book

Introduction

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 mathemat­ ical 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.

Keywords

Random variable STATISTICA algorithms random number generation

Authors and affiliations

  • Shu Tezuka
    • 1
  1. 1.IBM Japan, Ltd.Kanagawa-kenJapan

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4615-2317-8
  • Copyright Information Kluwer Academic Publishers 1995
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-5980-7
  • Online ISBN 978-1-4615-2317-8
  • Series Print ISSN 0893-3405
  • About this book