Random Number Generator Department o Computer 随机数发生器计算机系.pptVIP

December 1999 Prabhas Chongstitvatana Random Number Generator 2110301 Intro. to Discrete Structures Prabhas Chongstitvatana What is random number ? Jon von Neumann 1946 suggested the production of random number using arithmetic operations of a computer, middle square, square a previousrandom number and extract the middle digits, Example generate 10-digit numbers,  was 5772156649, square   33317792380594909201the next number is 7923805949 The use of random numbers Linear Congruential Method Number Theory Choice of modulus Other generators * Sequence of independent random numbers with a specified distribution such as uniform distribution (equally probable) Tippett 1927 published a table of 40,000 random digits Kendall and Babington-Smith 1939 built a machine to generate random number to produce a table of 100,000 random digits. The sequence is not random, but it appears to be. Sequences generated in a deterministic way are usually called pseudo-random sequences. middle square has proved to be a comparatively poor source of random numbers. If zero appear as a number of the sequence, it will continually perpetuate itself. Random numbers should not be generated with a method chosen at random. Some theory must be used. 1. simulation 2. sampling 3. numerical analysis 4. computer programming 5. decision making randomness is an essential part of optimal strategies in the theory of games 6. recreation x n+1 = ax n + c ( mod m ), 0 = x n+1 m m 0, 2 = a m, 0 = c m, 0 = x 0 m. Theorem The terms of the sequence generated by the linear congruential method are given by x k = a k x 0 + c(a k - 1) / ( a -1 ) (mod m ), 0 = x k m. Proof by mathematical induction. for k = 1 , the formula is obviously true, since x 1 = ax 0 + c ( mod m), 0 = x 1 m. Assume that the formula is valid for the k th term, so that x k = a k x 0 + c(a k - 1) / ( a -1 ) (mod m ), 0 = x k m. Since x k+1= a x k + c (mod m ), 0 = x k+1 m. we have x k+1 = a( a k x 0 +