2. Pseudo-Random Numbers

  1. Brian D. Ripley

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316726.ch2

Stochastic Simulation

Stochastic Simulation

How to Cite

Ripley, B. D. (1987) Pseudo-Random Numbers, in Stochastic Simulation, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316726.ch2

Author Information

  1. Professor of Statistics, University of Strathclyde, Glasgow, Scotland

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 21 JAN 1987

ISBN Information

Print ISBN: 9780471818847

Online ISBN: 9780470316726

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Keywords:

  • pseudo-random numbers;
  • simulation method;
  • random variables;
  • Kolmogorov's axioms for probability;
  • Buffon's needle experiment

Summary

The prelims comprise:

  • History and Philosophy

  • Congruential Generators

  • Shift-Register Generators

  • Lattice Structure

  • Shuffling and Testing

  • Conclusions

  • Proofs