Ad
related to: random two step equation generator
Search results
Results From The WOW.Com Content Network
A combined linear congruential generator (CLCG) is a pseudo-random number generator algorithm based on combining two or more linear congruential generators (LCG). A traditional LCG has a period which is inadequate for complex system simulation. [ 1 ]
The heterogeneous random walk draws in each time step a random number that determines the local jumping probabilities and then a random number that determines the actual jump direction. The main question is the probability of staying in each of the various sites after t {\displaystyle t} jumps, and in the limit of this probability when t ...
If c = 0, the generator is often called a multiplicative congruential generator (MCG), or Lehmer RNG. If c ≠ 0, the method is called a mixed congruential generator. [1]: 4- When c ≠ 0, a mathematician would call the recurrence an affine transformation, not a linear one, but the misnomer is well-established in computer science. [2]: 1
The generator computes an odd 128-bit value and returns its upper 64 bits. This generator passes BigCrush from TestU01, but fails the TMFn test from PractRand. That test has been designed to catch exactly the defect of this type of generator: since the modulus is a power of 2, the period of the lowest bit in the output is only 2 62, rather than ...
In mathematics, a continuous-time random walk (CTRW) is a generalization of a random walk where the wandering particle waits for a random time between jumps. It is a stochastic jump process with arbitrary distributions of jump lengths and waiting times. [1] [2] [3] More generally it can be seen to be a special case of a Markov renewal process.
Assume two particles A and B perform a simple random walk in two dimensions, but they start from different points. The simplest way to couple them is simply to force them to walk together. On every step, if A walks up, so does B, if A moves to the left, so does B, etc. Thus, the difference between the two particles' positions stays fixed.
KISS generators produce 32-bit or 64-bit random integers, from which random floating-point numbers can be constructed if desired. The original 1993 generator is based on the combination of a linear congruential generator and of two linear feedback shift-register generators.
Lévy flights are, by construction, Markov processes.For general distributions of the step-size, satisfying the power-like condition, the distance from the origin of the random walk tends, after a large number of steps, to a stable distribution due to the generalized central limit theorem, enabling many processes to be modeled using Lévy flights.