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综述:产生伪随机数的若干新方法 被引量:64

A REVIEW ON SOME NEW METHODS TO GENERATE RANDOM NUMBERS
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摘要 In the present paper, we give a review of pseudo-random number generators. The new methods and theory appearing in 1990’s will be focused. This paper concerns with almost all kinds of generators such as the linear, nonlinear and in- versive congruential methods, Fibonacci and Tausworthe (or feedback shift regis- ter) sequences, add-with-carry and subtract-with-borrow methods, multiple prime generator and chaotic mapping, as well as the theory of combination of generators. In the present paper, we give a review of pseudo-random number generators. The new methods and theory appearing in 1990's will be focused. This paper concerns with almost all kinds of generators such as the linear, nonlinear and in- versive congruential methods, Fibonacci and Tausworthe (or feedback shift regis- ter) sequences, add-with-carry and subtract-with-borrow methods, multiple prime generator and chaotic mapping, as well as the theory of combination of generators.
出处 《数值计算与计算机应用》 CSCD 北大核心 2001年第3期201-216,共16页 Journal on Numerical Methods and Computer Applications
基金 计算物理实验室基金试点项目资助.
关键词 MONTE-CARLO方法 随机数 伪随机数 线性同余法 组合发生器 同余发生器 随机数发生器 Monte, Carlo method, random number, Combined random number generator
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  • 1杨自强 张正军 等.乘同余法和组合随机数发生器的若干结果.第二届全国仿真方法与建模学术会议论文集(SCSI中国会员办公室)[M].,1993.131-137.
  • 2An Hongzhi,Lecture Notes III Statistics 115 Athens Conference on Applied Probability and Time Series(Vol II: Ti,1996年,15页
  • 3杨自强,第二届全国仿真方法与建模学术会议论文集,1993年,131页
  • 4Deng L Y,Statist Simu,1990年,19卷,145页

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