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

Assure Autocorrelation Ethod Anom Alies 

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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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