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Nonlinear Methods for Pseudorandom Number and Vector Generation

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Simulation and Optimization

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 374))

Abstract

The principal aim of pseudorandom number generation is to devise and analyze deterministic algorithms for generating sequences of numbers which simulate a sequence of i.i.d random variables with given distribution function. We shall deal here exclusively with pseudorandom numbers for the uniform distribution on the interval [0,1], i.e. with uniform pseudorandom numbers. We refer to Knuth [16], Niederreiter [18], Ripley [25], and to the recent survey by Niederreiter [24] for a general background on uniform pseudorandom number generation.

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© 1992 Springer-Verlag Berlin Heidelberg

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Niederreiter, H. (1992). Nonlinear Methods for Pseudorandom Number and Vector Generation. In: Pflug, G., Dieter, U. (eds) Simulation and Optimization. Lecture Notes in Economics and Mathematical Systems, vol 374. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48914-3_11

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  • DOI: https://doi.org/10.1007/978-3-642-48914-3_11

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-54980-2

  • Online ISBN: 978-3-642-48914-3

  • eBook Packages: Springer Book Archive

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