Font Size: a A A

Research On A New Method Of Generating Random Number

Posted on:2003-05-01Degree:MasterType:Thesis
Country:ChinaCandidate:Y FengFull Text:PDF
GTID:2168360062486183Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Random number generators are used in many areas including computer simulation, Monte-Carlo techniques on numerical analysis, test problem generation for the performance evaluation of computer algorithms, statistical sampling, and so on. Despite the large amount of theoretical research already done on this subject, many are seriously flowed. Even some recently proposed or evaluated generators have a very weak theoretical justification. The aim of this paper is to propose a new method that is creatively based on the character of irrational number, the digital have no limit and no period. This article research some algorithms such as expending the irrational number to the arbitrary figure, initialing data and generating random number. All algorithms are developed with Visual Basic and C.In the present paper a report is given of the results obtained the tests of independence, correlation and randomness which are involved parametric test, chi~square test, K~S test, correlation coefficient test, contingency table test and runs test.This paper concerns with almost all kinds of generators such as the linear, nonlinear and inversive congruential methods, Fibonacci and Tausworthe sequences, add-with-carry and subtract-with-borrow methods, multiple prime generator and chaotic mapping. Comparing with these generators, the new generators have no period, no structure of sparse grid and so on. This is a new, hopeful and better one.
Keywords/Search Tags:Monte-Carlo method, random number, irrational number, nonparametric test
PDF Full Text Request
Related items