Machine independent monte carlo evaluation of the performance of dynamic stochastic systems
- 1 January 1975
- journal article
- research article
- Published by Taylor & Francis in Stochastics
- Vol. 1 (1) , 215-238
- https://doi.org/10.1080/17442507408833107
Abstract
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.Keywords
This publication has 2 references indexed in Scilit:
- A Note on the Estimation of a Distribution Function by Confidence LimitsThe Annals of Mathematical Statistics, 1950
- Heuristic Approach to the Kolmogorov-Smirnov TheoremsThe Annals of Mathematical Statistics, 1949