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Machine independent monte carlo evaluation of the performance of dynamic stochastic systems

 

作者: Kenneth D. Senne,  

 

期刊: Stochastics  (Taylor Available online 1974)
卷期: Volume 1, issue 1-4  

页码: 215-238

 

ISSN:0090-9491

 

年代: 1974

 

DOI:10.1080/17442507408833107

 

出版商: Gordon and Breach Science Publishers, Ltd

 

数据来源: Taylor

 

摘要:

The familiar subject of Monte Carlo analysis is reviewed, with special emphasis on repro-ducibility of results, regardless of the digital computer employed. A digital pseudo-random number generator is introduced and tested for desirable characteristics. The generator produces 36-bit random numbers and a method of segmenting the modular arithmetic is described which allows for the exact reproduction of the sequence of any binary machine, independent of the word length.

 

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