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
• Homework 26
• Tausworthe Generators
• Linear Feedback Shift Register
• Generating U(0,1)
• Disadvantages of Tausworthe Generators
• Combined Generators
• Survey of Random-Number Generators
• Seed Selection
• Table of Seeds
• Myths About Random-Number Generation

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