A classical iterative method for generating uniform pseudo-random number streams.
6
votes
2answers
251 views
random number generation from cython
I want to make my python program fast by using cython, but my inner loop is still making slow python calls to the random number generator! Several years ago this same issue was raised by someone on ...
6
votes
3answers
225 views
How to handle large numbers of output data sets from a simulation/sensitivity analysis?
Somewhat related, but I think the question is distinct enough to justify a separate question.
As a bit of background, I come from a observational/statistical Epidemiology background, working with ...
4
votes
3answers
181 views
Quality Measures for Various Pseudo-Random Number Generators
According to this paper,
Ideally, a pseudorandom number generator would produce a stream of
numbers that:
are uniformly distributed,
are uncorrelated,
never repeats itself,
...
3
votes
1answer
124 views
How can I determine the initial values of pseudo-random number generator if the sequence is given?
Suppose I knew that a random number sequence was generated by a linear congruential generator. That is,
$x_{n+1}=(aX_n+c) \bmod m$
If I am given the entire period (or at least a large contiguous ...
4
votes
1answer
415 views
How can I determine the period of my pseudo-random number generator?
Suppose I'm using a linear congruential pseudo-random number generator (PRNG). Given a seed $x_0$, the multiplying factor (a), the shift factor (c) and the modulus factor (m), how can I determine the ...
5
votes
2answers
475 views
How can I seed a parallel linear congruential pseudo-random number generator for maximal period?
Normally when I seed a sequential random number generator in C, I use the call
srand(time(NULL))
then use
rand() mod N
...
