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149
Voted
JUCS
2006
114views more  JUCS 2006»
15 years 3 months ago
Pseudorandom Number Generation: Impossibility and Compromise
Abstract: Pseudorandom number generators are widely used in the area of simulation. Defective generators are still widely used in standard library programs, although better pseudor...
Makoto Matsumoto, Mutsuo Saito, Hiroshi Haramoto, ...
128
Voted
MMAS
2010
Springer
14 years 10 months ago
Homogenization with Large Spatial Random Potential
We consider the homogenization of parabolic equations with large spatiallydependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit ...
Guillaume Bal
149
Voted
WSC
2008
15 years 5 months ago
Efficient simulation for tail probabilities of Gaussian random fields
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
Robert J. Adler, Jose Blanchet, Jingchen Liu
105
Voted
ICC
2007
IEEE
15 years 10 months ago
A Simple Power Margin Quality Measure for Correlated Random Variates Derived from the Normal Distribution
—This paper provides a power-margin-based measure of the quality of computer-generated random variates having a distribution that derives from the multivariate Gaussian distribut...
David J. Young, Norman C. Beaulieu
WCE
2007
15 years 4 months ago
On the Non-Gaussian Nature of Random Vehicle Vibrations
—This paper presents one of the outcomes of a research project concerned with the development of a method for synthesizing, under controlled conditions in the laboratory, the ran...
Vincent Rouillard