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Properties of Good Random Number Generators | BSc.CSIT | Fifth Semester

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properties of good random number generationProperties of Good random Number Generators
Simulation and Modeling Reference Notes
Fifth Semester | Third year
BSc.CSIT | Tribhuvan University (TU)

Properties of Good random Number Generators
Usually, random numbers are generated by a digital computer as part of the simulation. Numerous methods can be used to generate the values. In selecting among these methods, or routines, there are a number of important considerations and they are as follows;

  • The routine should be fast. . The total cost can be managed by selecting a computationally efficient method of random-number generation.
  • The routine should be portable to different computers, and ideally to different programming languages .This is desirable so that the simulation program produces the same results wherever it is executed.
  • The routine should have a sufficiently long cycle. The cycle length, or period, represents the length of the random-number sequence before previous numbers begin to repeat themselves in an earlier order. Thus, if 10,000 events are to be generated, the period should be many times that long, a special case cycling is degenerating. A routine degenerates when the same random numbers appear repeatedly. Such an occurrence is certainly unacceptable. This can happen rapidly with some methods.
  • The random numbers should be replicable. Given the starting point (or conditions), it should be possible to generate the same set of random numbers, completely independent of the system that is being simulated. This is helpful for debugging purpose and is a means of facilitating comparisons between systems.
  • Most important, and as indicated previously, the generated random numbers should closely approximate the ideal statistical properties of uniformity and independence.
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