Random numbers for stochastic simulation

Authors:
Daniel Guinier
Affiliations:
Naval Postgraduate School, Monterey, CA
Venue:
ACM SIGBIO Newsletter
Year:
1984

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Abstract

A method, that generates 36-bit machine-independent sets of pseudo-random numbers uniformly distributed in the interval (0.0 to 1.0), is proposed. The method has been tested on several computers, including the PDP 11/10 (16 bit), VAX 11/780 (32 bit), CII 10070 (32 bit), and UNIVAC 1110 (36 bit). The pseudo-random sequences. Normal, Log-normal, Binomial, Poisson, and Chi-squared, are calculated from the Uniform distribution. These pseudo-random numbers give perfect reproducibility regardless of the operating system and/or kind of computer used. This is of the first importance in simulation methods, like the Monte Carlo method. The cycle of the pseudo-random sequence has been tested up to 10**7.