Uniform random numbers

This volume belongs to a Kluwer series on Discrete Event Dynamic Systems (DEDS), whose earlier forewords stress how deeply such systems run modern life, from factory floors and communication networks to traffic control and military command systems. Analysis tools for these systems are still young compared with the established methods used for systems described by differential equations. Discrete event simulation is the main evaluation method, largely because it is general and models randomness directly. At its core sits the uniform random number generator, a component many simulation practitioners use without understanding its theoretical and mathematical foundations.

The book examines how sequences that look random can be produced by deterministic algorithms, covering both the philosophy behind the idea and the mathematics that makes it work. The series editor recalls a costly lesson from the early 1980s, when a personal computer's generator had a cycle of only 32,768 numbers and this went unnoticed while he was running early perturbation analysis experiments. He argues that this lack of basic knowledge held back perturbation analysis research for a while.