On the Reliability of Random Number Generators
نویسندگان
چکیده
In this paper we discuss major problems related to reliability of random number generators used for simulation studies. We propose the decimals of π as the most reliable random number generator as compared to certain real normal numbers as well as all families of pseudorandom number generators. A new property that a random number generator must have is introduced. Two applications are discussed.
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تاریخ انتشار 2002