Title :
Software for uniform random number generation: distinguishing the good and the bad
Author :
L´Ecuyer, Pierre
Author_Institution :
Departement d´Informatique et de Recherche Operationnelle, Univ. de Montreal, Que.
Abstract :
The requirements, design principles, and statistical testing approaches of uniform random number generators for simulation are briefly surveyed. An object-oriented random number package where random number streams can be created at will, and with convenient tools for manipulating the streams, is presented. A version of this package is now implemented in the Arena and AutoMod simulation tools. We also test some random number generators available in popular software environments such as Microsoft´s Excel and Visual Basic, SUN´s Java, etc., by using them on two very simple simulation problems. They fail the tests by a wide margin
Keywords :
digital simulation; object-oriented programming; random number generation; Arena; AutoMod simulation tool; Excel; Java; Visual Basic; design principles; object-oriented random number package; random number streams; simulation problems; statistical testing approaches; uniform random number generation software; Application software; Computational modeling; Java; Object oriented modeling; Packaging; Random number generation; Random variables; Statistical analysis; Stochastic processes; Testing;
Conference_Titel :
Simulation Conference, 2001. Proceedings of the Winter
Conference_Location :
Arlington, VA
Print_ISBN :
0-7803-7307-3
DOI :
10.1109/WSC.2001.977250
