Deterministic Simulation of Random Processes

DOI10.2307/2003733zbMath0124.34601OpenAlexW4238193304MaRDI QIDQ5328479

J. N. Franklin

Publication date: 1963

Full work available at URL: https://doi.org/10.2307/2003733

zbMATH Keywords

probability theory

Related Items (30)

Computability and complexity of ray tracing ⋮ Solution of a problem of Knuth on complete uniform distribution of sequences ⋮ Sequential Monto Carlo techniques for the solution of linear systems ⋮ Theoretical and empirical convergence results for additive congruential random number generators ⋮ Equidistribution of Matrix-Power Residues Modulo One ⋮ Some Theorems Concerning Pseudo-Random Numbers ⋮ Construction of a random sequence ⋮ The simulation of random processes on digital computers with Chebyshev mixing transformations ⋮ Small sample uniformity in random number generation ⋮ Stochastic computational methods and experiment design ⋮ Completely uniformly distributed sequences based on de Bruijn sequences ⋮ An aperiodic pseudorandom number generator ⋮ A local Benford Law for a class of arithmetic sequences ⋮ Quantitative uniform distribution results for geometric progressions ⋮ Description of MCV, a pseudo-random number generator ⋮ Difference Methods for Stochastic Ordinary Differential Equations ⋮ Equidistribution, uniform distribution: a probabilist's perspective ⋮ Stochastic and quasistochastic computations ⋮ The Lattice Structure of Multiplicative Congruential Pseudo-Random Vectors ⋮ A class of random number generators based on Weyl sequence ⋮ Random functions with given time correlation ⋮ Pseudo-random numbers and optimal coefficients ⋮ Pseudo-random trees: Multiple independent sequence generators for parallel and branching computations ⋮ Continuous Sequences with Frequency Independence Generated by Discrete Spatiotemporal Systems ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ Pseudorandom lattices for global optimization ⋮ Multiply Schemes and Shuffling ⋮ Stationary functions and their applications to the theory of turbulence. I: Stationary functions ⋮ On quasi-Monte Carlo simulation of stochastic differential equations ⋮ Pseudorandom functions whose asymptotic distributions are asymptotically Gaussian

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random number generator
• Diophantische Ungleichungen. I: Zur Gleichverteilung modulo Eins
• Generating and Testing Pseudo Random Numbers on the IBM Type 701
• An Inverse Method for The Generation of Random Normal Deviates on Large-Scale Computers
• The Monte Carlo Method
• On the equidistribution of pseudo-random numbers
• A Note on the Generation of Random Normal Deviates
• A Comparison of Methods for Generating Normal Deviates on Digital Computers
• Note on a Test for Repeating Cycles in a Pseudo-random Number Generator
• The Utility of Statistics of Random Numbers
• On a Periodic Property of Pseudo-Random Sequences
• On Sequences of Pseudo-Random Numbers of Maximal Length
• The Generation of Pseudo-Random Numbers on Electronic Digital Computers
• Linear Recurring Sequences
• Empirical Tests of an Additive Random Number Generator
• A New Pseudo-Random Number Generator
• Serial Correlation in the Generation of Pseudo-Random Numbers
• A 48-bit pseudo-random generator
• On the Structure of Distribution-Free Statistics
• Notes on a New Pseudo-Random Number Generator
• Generating Exponential Random Variables
• Expressing a Random Variable in Terms of Uniform Random Variables
• An a priori determination of serial correlation in computer generated random numbers
• Random Allocation Designs I: On General Classes of Estimation Methods
• The Autocorrelation Function of a Sequence Uniformly Distributed Modulo 1

This page was built for publication: Deterministic Simulation of Random Processes