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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