System Modeling and Simulation

  1. Random Number and Variate Generation
    1. Random Number Theory
      1. Pseudo-Random vs True Random
        1. Uniformity Properties
          1. Independence Properties
            1. Periodicity and Cycle Length
            2. Random Number Generators
              1. Linear Congruential Generators
                1. Multiple Recursive Generators
                  1. Tausworthe Generators
                    1. Mersenne Twister
                      1. Combined Generators
                      2. Testing Random Number Quality
                        1. Statistical Tests
                          1. Empirical Tests
                            1. Theoretical Tests
                              1. Battery of Tests
                              2. Random Variate Generation Techniques
                                1. Inverse Transform Method
                                  1. Acceptance-Rejection Method
                                    1. Composition Method
                                      1. Convolution Method
                                        1. Special-Purpose Methods
                                        2. Generating Specific Distributions
                                          1. Uniform Distribution
                                            1. Exponential Distribution
                                              1. Normal Distribution
                                                1. Gamma Distribution
                                                  1. Beta Distribution
                                                    1. Discrete Distributions
                                                    2. Multivariate Random Variate Generation
                                                      1. Multivariate Normal
                                                        1. Copula-Based Methods
                                                          1. Transformation Methods

                                                        Previous

                                                        12. Input Modeling and Data Analysis

                                                        Go to top

                                                        Next

                                                        14. Model Verification and Validation