Random-Number Generation
This lecture covers the following topics:
- Random-Number Generation
- A Sample Generator
- Terminology
- Desired Properties of a Good Generator
- Types of Random-number Generators
- Linear-Congruential Generators
- Selection of LCG Parameters
- Period vs. Autocorrelation
- Multiplicative LCG
- Multiplicative LCG with m=2**k
- Multiplicative LCG with m=/=2**k
- Schrage's Method
- Generator Using Integer Arithmetic
- Generator Using Real Arithmetic
- Tausworthe Generators
- Linear Feedback Shift Register
- Generating U(0,1)
- Properties of Tausworthe Generators
- Primitive Trinomials
- List of Primitive Trinomials
- Disadvantages of Tausworthe Generators
- Generalized Feedback Shift Register (GFSR)
- Extended Fibonacci Generators
- Combined Generators
- Survey of Random-Number Generators
- Seed Selection
- Table of Seeds
- Myths About Random-Number Generation
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