The simulation of random processes on digital computers with Chebyshev mixing transformations

DOI10.1016/0021-9991(79)90128-1zbMath0443.65002OpenAlexW1983085075MaRDI QIDQ1144352

P. Everett, P. W. Johnson, Thomas Erber

Publication date: 1979

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(79)90128-1

zbMATH Keywords

simulationrandom processesKolmogorov entropyasymptotic statistical featuresChebyshev mixing transformationgrowth of round-off errorsmemory-dependent feedbackprobabilistic metric for Baker's transformationpseudo- random numbers

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items

The use of Chebyshev mixing to generate pseudo-random numbers ⋮ Ergodic properties of computer orbits for simple piecewise monotonic transformations ⋮ ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers ⋮ Computer orbits ⋮ Shadowing and iterative interpolation for Čebyšev mixing transformations ⋮ Symbolic dynamics of one-dimensional maps: Entropies, finite precision, and noise ⋮ The simulation of random processes on digital computers: Unavoidable order ⋮ Informal Remarks on the Orbit Structure of Discrete Approximations to Chaotic Maps

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