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Mathematica 9 (2012)

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Virtual Book > Mathematics and Algorithms > Random Number Generation
MATHEMATICA OVERVIEW

Random Number Generation

Introduction

Random Generation FunctionsRandom Generation Functions

Random NumbersRandom Numbers

Arbitrary-Precision Reals and Complexes

Random Elements

Seeding and LocalizationSeeding and Localization

SeedRandom and BlockRandom in Parallel Computations

MethodsMethods

Congruential

ExtendedCA

Legacy

MersenneTwister

MKL

Rule30CA

ParallelMersenneTwister

ParallelGenerator

Defining Your Own GeneratorDefining Your Own Generator

Example: Multiplicative Congruential Generator

Example: Blum-Blum-Shub Generator

Statistical DistributionsStatistical Distributions

Continuous Distributions

Discrete Distributions

Defining Distributional GeneratorsDefining Distributional Generators

Example: Normal Distribution by Inversion

Example: Uniform Distribution on a Disk

Example: Gibbs Sampler

References

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