Random Number Generation

Project: Research area

Description

Computational efficient generation of random numbers:
Many problems of applied mathematics cannot be solved
exactly. But with the help of computer simulations it is
often possible to get some further insight. Reliable
results in simulation can only be expected
if one can go back to efficient and high
quality algorithms for the generation of uniformly
as well as not uniformly distributed random numbers.
Our research is concentrated on:
1. Examination of linear and non-linear congruential generators - with respect to their
lattice structure.
2. Suggestions for choosing constants.
3. Developement of efficient algorithms for random number generation.
4. Implementation of our ideas in Win-Rand, a tool for generating random variates
coming from a wide range of distributions.
StatusFinished
Effective start/end date1/01/9531/12/05