Uniform random numbers: theory and practice
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston [u.a.]
Kluwer
1995
|
| Schriftenreihe: | The Kluwer international series in engineering and computer science
315 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII; 209 S. graph. Darst. |
| ISBN: | 0792395727 |
Internformat
MARC
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| 300 | |a XII; 209 S. |b graph. Darst. | ||
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| 490 | 1 | |a The Kluwer international series in engineering and computer science |v 315 | |
| 650 | 4 | |a Datenverarbeitung | |
| 650 | 4 | |a Monte Carlo method |x Data processing | |
| 650 | 4 | |a Random number generators | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-007048370 | ||
Datensatz im Suchindex
| _version_ | 1804125041957273600 |
|---|---|
| adam_text | CONTENTS
SERIES FOREWORD ix
PREFACE xi
1 INTRODUCTION l
2 PRELIMINARIES FROM NUMBER
THEORY 7
2.1 Modular Arithmetic 7
2.1.1 Integer Arithmetic 8
2.1.2 Polynomial Arithmetic 14
2.2 Geometry of Numbers 24
2.2.1 Lattice 24
2.2.2 Basis Reduction Algorithms 34
2.3 Uniform Distribution of Sequences 42
2.3.1 Weyl s Criterion 42
2.3.2 Irregularities of Distribution 49
3 LINEAR CONGRUENTIAL GENERATORS 57
3.1 Lattice Structure 61
3.2 Spectral Test 65
3.3 Implementing Long Period LCGs 71
3.3.1 LCGs with Large Prime Moduli 71
3.3.2 LCGs with Large Composite Moduli 79
4 BEYOND LINEAR CONGRUENTIAL
GENERATORS 83
viii Uni form Random Numbers : Theory and Practice
4.1 LCGs Using Polynomial Arithmetic 83
4.1.1 Lattice Structure of LS(2) Sequences 90
4.1.2 Combined LS(2) Sequences 98
4.1.3 Resolution wise Lattice Structure 110
4.1.4 Further Analysis via Dyadic Boxes 120
4.2 LCGs Using Multiplicative Inversion 129
4.2.1 Generators Modulo 2W 129
4.2.2 Generators Modulo a Prime 131
4.3 Random Sequences in Cryptography 135
4.3.1 Cryptographically Secure Sequences 135
4.3.2 Linear Complexity Profile 138
5 STATISTICAL TESTS 143
5.1 Description of Test Procedures 144
5.1.1 Tests for Goodness of Fit 145
5.1.2 Specific Tests 146
5.1.3 Multi Level Tests 151
5.2 Tests Using Non Uniform Random Variate Generation 152
5.2.1 Box Muller Method and Neave Effect 152
5.2.2 Box Muller Method with LS(2) Sequences 156
6 DERANDOMIZATION 161
6.1 Low Discrepancy Sequences 161
6.1.1 (t, fc) Sequences and (t,m,fc) Nets 162
6.1.2 Generalized Niederreiter Sequences 164
6.1.3 Discrepancy and Numerical Integration 180
6.1.4 Dispersion and Global Optimization 182
6.2 K wise Independent Random Variables 186
6.2.1 Definitions and Construction Methods 186
6.2.2 Almost jftT wise Independence 188
A SAMPLE C ROUTINES 193
REFERENCES 197
INDEX 207
|
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| discipline | Mathematik |
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| id | DE-604.BV010573460 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:55:16Z |
| institution | BVB |
| isbn | 0792395727 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007048370 |
| oclc_num | 32241769 |
| open_access_boolean | |
| owner | DE-29T DE-739 DE-706 |
| owner_facet | DE-29T DE-739 DE-706 |
| physical | XII; 209 S. graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Kluwer |
| record_format | marc |
| series | The Kluwer international series in engineering and computer science |
| series2 | The Kluwer international series in engineering and computer science |
| spelling | Tezuka, Shu Verfasser aut Uniform random numbers theory and practice by Shu Tezuka Boston [u.a.] Kluwer 1995 XII; 209 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier The Kluwer international series in engineering and computer science 315 Datenverarbeitung Monte Carlo method Data processing Random number generators Zufallsgenerator (DE-588)4191097-7 gnd rswk-swf Zufallsgenerator (DE-588)4191097-7 s DE-604 The Kluwer international series in engineering and computer science 315 (DE-604)BV023545171 315 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007048370&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Tezuka, Shu Uniform random numbers theory and practice The Kluwer international series in engineering and computer science Datenverarbeitung Monte Carlo method Data processing Random number generators Zufallsgenerator (DE-588)4191097-7 gnd |
| subject_GND | (DE-588)4191097-7 |
| title | Uniform random numbers theory and practice |
| title_auth | Uniform random numbers theory and practice |
| title_exact_search | Uniform random numbers theory and practice |
| title_full | Uniform random numbers theory and practice by Shu Tezuka |
| title_fullStr | Uniform random numbers theory and practice by Shu Tezuka |
| title_full_unstemmed | Uniform random numbers theory and practice by Shu Tezuka |
| title_short | Uniform random numbers |
| title_sort | uniform random numbers theory and practice |
| title_sub | theory and practice |
| topic | Datenverarbeitung Monte Carlo method Data processing Random number generators Zufallsgenerator (DE-588)4191097-7 gnd |
| topic_facet | Datenverarbeitung Monte Carlo method Data processing Random number generators Zufallsgenerator |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007048370&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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