Monte Carlo simulation and random number generation

Author

Coates, Rodney F W ; Janacek, Gareth J. ; Lever, Kenneth V.

Author_Institution

East Anglia Univ., Norwich, UK

Volume

6

Issue

1

fYear

1988

fDate

1/1/1988 12:00:00 AM

Firstpage

58

Lastpage

66

Abstract

Methods of generating pseudorandom number sequences that might have predetermined spectral and probability distribution functions are discussed. Such sequences are of potential value in Monte Carlo simulation of communication, radar, and allied systems. The methods described are particularly suited to implementation on microcomputers, are machine portable, and have been subjected to exhaustive investigation by means of both statistical and theoretical tests

Keywords

Monte Carlo methods; digital simulation; microcomputer applications; radar systems; random number generation; telecommunication systems; telecommunications computing; Monte Carlo simulation; communication; machine portable; microcomputers; predetermined spectral functions; probability distribution functions; pseudorandom number sequences; radar; random number generation; statistical tests; theoretical tests; Area measurement; Books; Distributed computing; Microcomputers; Monte Carlo methods; Probability distribution; Radar; Random number generation; Sampling methods; Testing;

fLanguage

English

Journal_Title

Selected Areas in Communications, IEEE Journal on

Publisher

ieee

ISSN

0733-8716

Type

jour

DOI

10.1109/49.192730

Filename

192730