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Uniform Random Numbers

  • Paul Bratley
  • Bennett L. Fox
  • Linus E. Schrage

Abstract

Generating random numbers uniformly distributed in a specified interval is fundamental to simulation: every procedure discussed in Chapter 5 for generating a nonuniform random number transforms one or more uniform random numbers. In this chapter a random number is a variate uniformly distributed over (0, 1).

Keywords

Cycle Length Random Number Generator Pseudorandom Sequence Random Integer Primitive Polynomial 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1987

Authors and Affiliations

  • Paul Bratley
    • 1
  • Bennett L. Fox
    • 2
  • Linus E. Schrage
    • 3
  1. 1.Département d’informatique et de recherche opérationnelleUniversité de MontréalMontréalCanada
  2. 2.Department of MathematicsUniversity of ColoradoDenverUSA
  3. 3.Graduate School of BusinessUniversity of ChicagoChicagoUSA

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