Article | REF: AF600 V1

Simulations and Monte Carlo methods

Authors: Gerardo RUBINO, Bruno TUFFIN

Publication date: October 10, 2007, Review date: November 19, 2019

You do not have access to this resource.
Click here to request your free trial access!

Already subscribed? Log in!


Français

5. Pseudo-random number generation

At the heart of the use of randomness for computation lies the problem of generating pseudo-random numbers. This is what we call the production of sequences of numbers that behave, from a statistical point of view, like realizations of sequences of i.i.d. random variables. The words in italics are important: we're talking about sequences (usually long sequences) of numbers. If we wanted to "produce" a single uniform binary value (a '0' or a '1' with probability 1/2), we could just as easily write '0' as '1' - both possibilities are equally "good". If we needed a real number that behaved like a realization of a uniform a.v. on [0, 1], we could write 0.0, or 0.5, or 0.12345 - it makes no difference. It's quite a different matter to produce 10 6 numbers behaving like a possible realization of 10 6 v.a....

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource.
Click here to request your free trial access!

Already subscribed? Log in!


The Ultimate Scientific and Technical Reference

A Comprehensive Knowledge Base, with over 1,200 authors and 100 scientific advisors
+ More than 10,000 articles and 1,000 how-to sheets, over 800 new or updated articles every year
From design to prototyping, right through to industrialization, the reference for securing the development of your industrial projects

This article is included in

Mathematics

This offer includes:

Knowledge Base

Updated and enriched with articles validated by our scientific committees

Services

A set of exclusive tools to complement the resources

Practical Path

Operational and didactic, to guarantee the acquisition of transversal skills

Doc & Quiz

Interactive articles with quizzes, for constructive reading

Subscribe now!

Ongoing reading
Pseudo-random number generation