scholarly journals Non-Uniform Random Number Generation from Arbitrary Bivariate Distribution in Polygonal Area

2018 ◽  
Vol 22 (2) ◽  
pp. 443 ◽  
Author(s):  
Orhan KESEMEN ◽  
Buğra Kaan TİRYAKİ
Keyword(s):  
Random Number ◽  
Random Number Generation ◽  
Bivariate Distribution ◽  
Uniform Random Number ◽  
Number Generation ◽  
Polygonal Area

Uniform Random Number Generation With Jumping Facilities

2018 ◽  
pp. 1297-1306
Author(s):  
E. Jack Chen
Keyword(s):  
Variance Reduction ◽  
Random Number ◽  
Simple Procedure ◽  
Random Number Generation ◽  
Random Numbers ◽  
Random Number Generators ◽  
Uniform Random Number ◽  
Number Generation ◽  
Multiple Recursive Generator ◽  
Generating Sequences

A facility for generating sequences of pseudorandom numbers is a fundamental part of computer simulation systems. Furthermore, multiple independent streams of random numbers are often required in simulation studies, for instance, to facilitate synchronization for variance-reduction purposes, and for making independent replications. A portable set of software utilities is described for uniform random-number generation. It provides for multiple generators (streams) running simultaneously, and each generator (stream) has its sequence of numbers partitioned into many long disjoint contiguous substreams. Simple procedure calls allow the user to make any generator “jump” ahead/back v steps (random numbers). Implementation issues are discussed. An efficient and portable code is also provided to implement the package. The basic underlying generator CMRG (combined Multiple Recursive Generator) combines two multiple recursive random number generators with a period length of approximately 2191 (˜ 3.1× 1057), good speed, and excellent theoretical properties.

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