Advertisement

Random numbers

  • Nelson H. F. BeebeEmail author
Chapter

Abstract

Certain kinds of computations, such as sampling and simulation, need a source of random numbers. However, there are three significant problems when we try to compute such numbers:
  • Numbers in computers, whether integer or floating-point, are rational numbers. Such numbers can only approximate mathematical real numbers, and therefore, truly random numbers cannot be produced by any computer algorithm.

  • Most algorithms for generation of ‘random’ numbers produce a sequence of almost-always-different values that eventually repeats. The length of that sequence is called the period. By contrast, a stream of truly random numbers has occasional repetitions, and is never periodic.

  • Software for random-number generation often contains subtle dependencies upon the behavior, precision, and range of integer and floating-point arithmetic.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of UtahSalt Lake CityUSA

Personalised recommendations