matlab伪随机坐标,matlab伪随机数发生器（Matlab pseudo random number generator）.doc

matlab伪随机数发生器(Matlab pseudo random number generator)

matlab伪随机数发生器(Matlab pseudo random number generator)

Generation of random numbers with good uniformity

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Random number generation algorithm [1] is an important algorithm, widely used in simulation technology and other occasions. However, the pseudo random number generator (Pseudo-random number generator, PRNG [2]) is a major defect, namely the sample distribution and the true distribution is not the same, which occurred mainly in the following two situations: the sampling cost is too high, the number of samples is less; the higher spatial dimension [3].

Therefore, it is necessary to find a new class of random number generators. Quasi random number generators (Quasi-random, number, generator, QRNG) [4] can generate stable, low contrast (low-discrepancy) samples, independent of the number of samples or the dimension of space, [5]. In view of the instability of Monte Carlo integral results, a integral based on QRNG is proposed, and it is found that the performance is better than that of the traditional methods.

Introduction to pseudo random numbers

The pseudo random number is generated by a given algorithm, and its distribution function and correlation can be statistically tested. The difference between real and random numbers is that they are generated by algorithms rather than a real random process. Generally speaking, the methods of generating pseudo random numbers are mainly the following 3 kinds of [6]:

(1) the direct method (Direct, Method) is generated according to the physical meaning of the distribution function. The drawback is that it applies only to certain random numbers with special distributions, such as binomial distribution and Poisson distribution.

(2) reverse method (Inversion, Method), assuming that U obeys the uniform distribution of [0 and 1] interval, and makes X=F-1 (U), then the cumulative distribution function (CDF) of X is F. The method is simple in principle, convenient in programming and wide in applicability.