Premium
Random variate generator
Author(s) -
Laracy Joseph R.
Publication year - 2009
Publication title -
software: practice and experience
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.437
H-Index - 70
eISSN - 1097-024X
pISSN - 0038-0644
DOI - 10.1002/spe.889
Subject(s) - random variate , generator (circuit theory) , implementation , computer science , convolution random number generator , random number generation , variety (cybernetics) , quality (philosophy) , software , software implementation , algorithm , mathematics , software engineering , statistics , artificial intelligence , programming language , random variable , power (physics) , philosophy , epistemology , quantum mechanics , physics
As the use of computer simulation grows in a variety of science and engineering fields, the quality of random variate generators becomes increasingly important. Unfortunately, a number of standard implementations are grossly inadequate and exhibit poor statistical properties. This paper presents a software pattern for efficiently implementing an extensible, high‐quality random variate generator. Copyright © 2008 John Wiley & Sons, Ltd.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom