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Items for "Random number generation"

Asymptotical behavior of linear congruential generators

The paper is devoted to asymptotical analysis of Linear Congruential Generators (LCGs) with increasing moduli and multiplicators...

Keywords: Random number generation, linear congruential generators, spectral test, weak convergence of distributions, probability metrics

06/2005 | Monte Carlo Methods and Applications, Walter de Gruyter
An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution

This paper studies a new randomized quasi-Monte Carlo method for estimating the mean and variance of the Pareto distribution...

Keywords: Discrepancy, efficiency, Goodness-of-fit test, mean square error, Quasi-Monte Carlo methods, Random number generation

04/2007 | Monte Carlo Methods and Applications, Walter de Gruyter
Admissible and Asymptotically Optimal Linear Congruential Generators

The paper is devoted to the theoretical study of the so-called spectral test for Linear Congruential Generators (briefly, LCGs) of pseudorandom numbers with moduli 2 p and full periods...

Keywords: Random number generation, linear congruential generators, spectral test

08/2007 | Monte Carlo Methods and Applications, Walter de Gruyter