random number generation presentation
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02-03-2010, 11:22 PM



.ppt   Random Number Generators.ppt (Size: 482.5 KB / Downloads: 141)

Random Number Generators


Random Number Generators
Based upon specific mathematical algorithms
Which are repeatable and sequential

Random

Truly Random
Exhibiting true randomness
Pseudonym
Appearance of randomness but having a specific repeatable pattern
Quasi-random
Having a set of non-random numbers in a randomized order

Problems

Difficult to isolate
Often need to replace current generator
Require
Knowledge of current generator
Sometimes in-depth understanding of random number generators themselves
Large scale tests cause most problems
Needing sometimes millions or billions of random numbers


Desirable Properties

When performing Monte Carlo Simulations
Attributes of each particle should be independent of those attributes of any other particle
Fill the entire attribute space in a manner which is consistent with the physics


Random Number Cycle

Basis
Sequence of pseudonym integers
Some exceptions
Integers (Fixed)
Manipulated arithmetically to yield floating point (real)
Can be presented in either Integer or Real numbers
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