| A CLASS OF RANDOM NUMBER GENERATORS BASED ON WEYL SEQUENCE |
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| 作者姓名： | Liang Heng Liu Qinghua Bai Fengshan |
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| 作者单位： | Dept. of Math. Sci. , Tsinghua Univ. , Beijing 100084,China. |
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| 基金项目： | Supported by National Natural Science Foundation of China （19871047）and National Key Basic Research Special Fund（1998020306）. |
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| 摘 要： | The generation of good pseudo-random numbers is the base of many important fields in scientific computing, such as randomized algorithms and numerical solution of stochastic differential equations. In this paper, a class of random number generators （RNGs） based on Weyl sequence is proposed. The uniformity of those RNGs is proved theoretically. Statistical and numerical computations show the efficiency of the methods.
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| 关 键 词： | 伪随机数 随机算法 统计测试 均匀分布 随机微分方程 |
| 收稿时间： | 2004-02-16 |
| 修稿时间： | 2004-12-15 |
A class of random number generators based on Weyl sequence |
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| Liang Heng Liu Qinghua Bai Fengshan.A CLASS OF RANDOM NUMBER GENERATORS BASED ON WEYL SEQUENCE[J].Applied Mathematics A Journal of Chinese Universities,2005,20(4):483-490. |
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| Authors: | Liang Heng Liu Qinghua Bai Fengshan |
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| Institution: | (1) Dept. of Math. Sci., Tsinghua Univ., 100084 Beijing, China |
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| Abstract: | . The generation of good pseudo-random numbers is the base of many important fields in scientific computing, such as randomized algorithms and numerical solution of stochastic differential equations.In this paper, a class of random number generators (RNGs) based on Weyl sequence is proposed.The uniformity of those RNGs is proved theoretically.Statistical and numerical computations show the efficiency of the methods. |
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| Keywords: | pseudo-random number randomized algorithm statistical test uniform distribution |
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