Random-Number Generation

• 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=2k
• Multiplicative LCG with m¹ 2k
• 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
• Summary
• Homework
• Exercise 26.1
• Exercise 26.2
• Exercise 26.3
• Exercise 26.4
• Exercise 26.5
• Exercise 26.6
• Exercise 26.7
• Exercise 26.8
• Exercise 26.9
• Exercise 26.10
• Exercise 26.11

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