Xref: utzoo sci.math:13181 comp.graphics:14174 Path: utzoo!utgpu!news-server.csri.toronto.edu!cs.utexas.edu!usc!orion.oac.uci.edu!cedman From: cedman@lynx.ps.uci.edu (Carl Edman) Newsgroups: sci.math,comp.graphics Subject: Re: question regarding random numbers Message-ID: Date: 1 Nov 90 06:38:26 GMT References: <29358@pasteur.Berkeley.EDU> <1990Oct31.112427.694@jarvis.csri.toronto.edu> <1990Oct31.170640.15585@abcfd20.larc.nasa.gov> Organization: non serviam Lines: 45 Nntp-Posting-Host: lynx.ps.uci.edu In-reply-to: jcburt@ipsun.larc.nasa.gov's message of 31 Oct 90 17:06:40 GMT In article <1990Oct31.170640.15585@abcfd20.larc.nasa.gov> jcburt@ipsun.larc.nasa.gov (John Burton) writes: In article <1990Oct31.112427.694@jarvis.csri.toronto.edu> mccool@dgp.toronto.edu (Michael McCool) writes: >>There is one general method of getting random variables given an arbitrary ^^^ Just ONE method??? >>distribution. It is known under the handy name of Metropolis-Rosenbluth- >>-Rosenbluth-Teller-Teller-algorithm. >>As such random numbers are very important for the numerical integration >>of high-dimensional integrals (High meaning something of the order of 10^23 >>dimensions) using Monte-Carlo methods, this algorithm should be described >>in any text-book on numerical methods. I am having "Computational Physics" ^^^ Perhaps you should read the article by Park & Miller "Random Number Generators: Good Ones are Hard to Find", CACM 31/10 (1988) pp1192-1201. Many results obtained from "common" random number generators are questionable primarily due to the lack of randomness of the generator. I am sorry if I expressed myself ambigously (what I meant was clear from the original question , but this context has in usual usenet-manner been removed). Of course, I and everybody else is aware that there are dozens of different random number generators , each with different strengths and weaknesses, and many with interesting weaknesses (yes, we can share anecdotes on the topic). But that was not the originial question. The question in the article was (roughly): Given a uniform random number generator and a desired random number distribution, is there are general algorithm to create random numbers with this distribution ? I replied to this: yes, there is and gave the most famous one. OK ? Carl Edman PS: yes, i know that some lazy people refer to the Metropolis-Rosenbluth- -Rosenbluth-Teller-Teller algorithm , merely as Metropolis algorithm :-). Theorectical Physicist,N.:A physicist whose | Send mail existence is postulated, to make the numbers | to balance but who is never actually observed | cedman@golem.ps.uci.edu in the laboratory. | edmanc@uciph0.ps.uci.edu