Monte Carlo simulation and random number generation

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.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>