[图书][B] Monte carlo and quasi-monte carlo sampling

C Lemieux - 2009 - Springer
Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte
Carlo methods over the last two decades. Their successful implementation on practical …

[图书][B] Random number generation

P L'Ecuyer - 2012 - Springer
The fields of probability and statistics are built over the abstract concepts of probability space
and random variable. This has given rise to elegant and powerful mathematical theory, but …

On credibility of simulation studies of telecommunication networks

K Pawlikowski, HDJ Jeong… - IEEE Communications …, 2002 - ieeexplore.ieee.org
In telecommunication networks, as in many other areas of science and engineering, the
proliferation of computers as research tools has resulted in the adoption of computer …

Good random number generators are (not so) easy to find

P Hellekalek - Mathematics and Computers in Simulation, 1998 - Elsevier
Every random number generator has its advantages and deficiencies. There are no “safe”
generators. The practitioner's problem is how to decide which random number generator will …

A survey of quadratic and inversive congruential pseudorandom numbers

J Eichenauer-Herrmann, E Herrmann… - Monte Carlo and Quasi …, 1998 - Springer
This review paper deals with nonlinear methods for the generation of uniform
pseudorandom numbers in the unit interval. The emphasis is on results of the theoretical …

Recent advances in the theory of nonlinear pseudorandom number generators

H Niederreiter, IE Shparlinski - Monte Carlo and Quasi-Monte Carlo …, 2002 - Springer
Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators Page 1
Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators Harald …

Empirical evidence concerning AES

P Hellekalek, S Wegenkittl - ACM Transactions on Modeling and …, 2003 - dl.acm.org
AES, the Advanced Encryption Standard, is one of the most important algorithms in modern
cryptography. Certain randomness properties of AES are of vital importance for its security …

Random number generators: Selection criteria and testing

P L'Ecuyer, P Hellekalek - Random and Quasi-Random Point Sets, 1998 - Springer
A random number generator produces a periodic sequence of numbers on a computer. The
starting point can be random, but after it is chosen, everything else is deterministic. The goal …

Bad subsequences of well-known linear congruential pseudorandom number generators

K Entacher - ACM Transactions on Modeling and Computer …, 1998 - dl.acm.org
We present a spectral test analysis of full-period subsequences with small step sizes
generated by well-known linear congruential pseudorandom number generators …

Sparse serial tests of uniformity for random number generators

P L'Ecuyer, R Simard, S Wegenkittl - SIAM Journal on scientific computing, 2002 - SIAM
Different versions of the serial test for testing the uniformity and independence of vectors of
successive values produced by a (pseudo) random number generator are studied. These …