Quasi-random Number Generators And It's Applications

The generating qusi-random numbers by using numerical methods and its VB implementation technology have been discussed. Based on these methods and technology, the application of quasi-random numbers is divided into two parts. One is the application to stochastic simulation, it includes three topics: (1) Determine the performance index of single-service queuing system by simulation method and compare with the result of M/M/l model. (2) The simulator of stock system is designed, by introducing (s,S) tactics, the method of determining the lowest expend is given. (3) Analysis the capacity of Work Conserving Link based on fast simulation of important sampling, the algorithm of simulation is designed and the result show that the algorithm is effective and feasible. The other is the application to theoretical research, it mainly discusses the condition numbers of random triangular matrices. We point out that the conclusion in [10] by D.Viswanam and L.N.Trefethen seem not in according with the numerical experiments. The numerical experiments also indicate that the condition numbers of random matrices tend to be stable, and Gaussian elimination is almost stable. The strictly proof will be further researched.