DMCA
ON THE RELIABILITY OF RANDOM NUMBER GENERATORS
by
Yadolah Dodge
,
Université De Neuchâtel
| Citations: | 2 - 0 self |
BibTeX
@MISC{Dodge_onthe,
author = {Yadolah Dodge and Université De Neuchâtel},
title = {ON THE RELIABILITY OF RANDOM NUMBER GENERATORS},
year = {}
}
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Abstract
of randomness, Autocorrelation function. In this paper we discuss major problems related to reliability of random number generators used for simulation studies. We propose the decimals of π as the most reliable random number generator as compared to certain real normal numbers as well as all families of pseudorandom number generators. A new property that a random number generator must have is introduced. Two applications are discussed.
