Xmod65539x57231 uix231 end edges00051 mhistcuedges

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X=mod(65539*X+57,2^31); U(i)=X/2^31; end edges=0:0.05:1; M=histc(U,edges); bar(M); hold; figure; hold; for i=1:3333, plot3(U(3*i-2),U(3*i-1),U(3*i)); end Marsaglia Effect (1968)
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9 Random-Numbers Streams [Techniques] The seed for a linear congruential random-number generator: Is the integer value X 0 that initializes the random-number sequence. Any value in the sequence can be used to “seed” the generator. A random-number stream: Refers to a starting seed taken from the sequence X 0 , X 1 , …, X P. If the streams are b values apart, then stream i could defined by starting seed: Older generators: b = 10 5 ; Newer generators: b = 10 37 . A single random-number generator with k streams can act like k distinct virtual random-number generators To compare two or more alternative systems. Advantageous to dedicate portions of the pseudo-random number sequence to the same purpose in each of the simulated systems. ) 1 ( - = i b i X S
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  • Spring '12
  • mehmet
  • Randomness, random numbers, Ri, Statistical randomness, statistical properties

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