Nov
21

## Uniform Random Number Generator

Uniform Random number is crucial for Monte Carlo simulation, some famous uniform random number generators are Halton sequence and Sobol sequence. Normal random number can be simulated then by inverse normal cumulative function, for instance, Peter J Acklam inverse normal cumulative distribution or Beasley-Springer-Moro inverse normal.

UNIFORM is a Mathematica library which return a sequence of uniformly distributed pseudorandom numbers.

The fundamental underlying random number generator in UNIFORM is based on a simple, old, and limited linear congruential random number generator originally used in the IBM System 360.

For detail and several language version pls click http://people.scs.fsu.edu/~burkardt/math_src/uniform/uniform.html.

Hot posts:

15 Incredibly Stupid Ways People Made Their Millions

Online stock practice

Ino.com: Don't Join Marketclub until You Read This MarketClub Reviews

World Changing Mathematical Discoveries

Value at Risk xls

Random posts:

UK Gilt zero-coupon yield curve

Black Scholes Implied Volatility

Managing MATLAB Projects

European Exchage Options

GMM and Empirical Likelihood

UNIFORM is a Mathematica library which return a sequence of uniformly distributed pseudorandom numbers.

The fundamental underlying random number generator in UNIFORM is based on a simple, old, and limited linear congruential random number generator originally used in the IBM System 360.

For detail and several language version pls click http://people.scs.fsu.edu/~burkardt/math_src/uniform/uniform.html.

**People viewing this post also viewed:**

Hot posts:

Random posts: