Book Chapter10.1007/978-1-4757-2644-2_5
Generating Random Numbers in Mathematica
David A. Belsley
- 01 Jan 1997
- pp 71-77
2
TL;DR: It is shown how this can be combined with Mathematica’s other attributes to allow random variables of most distributions to be generated with relative ease.
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Abstract: Mathematica’s random number generator is described. It is among the “New Class,” and, while not perfect, it has massively long periodicity along with many other excellent characteristics. It is shown how this can be combined with Mathematica’s other attributes to allow random variables of most distributions to be generated with relative ease.
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Citations
ON THE LATTICE STRUCTURE OF THE ADD-WITH-CARRY AND SUBTRACT-WITH-BORROW RANDOM NUMBER GENERATORS(Workshop on Stochastic Numerics)
Shu Tezuka,Pierre L'Ecuyer +1 more
- 01 Oct 1993
TL;DR: In this article, it was shown that AWC/SWB sequences are essentially equivalent to linear congruential sequences with very large prime moduli, and the equivalence can be exploited to implement efficient jumping-ahead facilities for AWC and SWB sequences.
Supporting the Creation and Use of E-Learning Tools
Igor Perko,Sonja Sibila Lebe +1 more
- 28 Jun 2019
References
A New Class of Random Number Generators
George Marsaglia,Arif Zaman +1 more
TL;DR: In this article, the authors introduce a new class of generators of two types: add-with-carry and subtract-withborrow, which have interesting underlying theory, astonishingly long periods and provable uniformity for full sequences.
On the lattice structure of certain linear congruential sequences related to AWC/SWB generators
Raymond Couture,Pierre L'Ecuyer +1 more
TL;DR: In this paper, the lattice structure of certain types of linear congru-ential generators (LCGs) is analyzed, including AWC/SWB generators and combinations of the latter with ordinary LCGs.
On the lattice structure of the add-with-carry and subtract-with-borrow random number generators
TL;DR: It is shown that these sequences are essentially equivalent to linear congruential sequences with very large prime moduli, and how the equivalence can be exploited to implement efficient jumping-ahead facilities for the AWC and SWB sequences.