Lecture 1.2: Outline
Lecture 1.2: Using random numbers
- randomness is often used in simulation
- pseudorandom number generators: linear congruential,
caveats
- how to make and event have probability p;
how to pick one out of N; how to shuffle
- quick review of some probability theory
- transformation method, exponential distribution
- Box-Muller method for generating Gaussian random variables
- Poisson arrivals, simulating random arrivals
Postscript of lecture
master reference list