کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9509895 1341419 2005 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Efficiency test of pseudorandom number generators using random walks
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Efficiency test of pseudorandom number generators using random walks
چکیده انگلیسی
Markov chain Monte Carlo methods and computer simulations usually use long sequences of random numbers generated by deterministic rules, so-called pseudorandom number generators. Their efficiency depends on the convergence rate to the stationary distribution and the quality of random numbers used for simulations. Various methods have been employed to measure the convergence rate to the stationary distribution, but the effect of random numbers has not been much discussed. We present how to test the efficiency of pseudorandom number generators using random walks.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 174, Issue 1, 1 February 2005, Pages 165-177
نویسندگان
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