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Lecture E1 (2021-09-23): Random-Number Generation
IEE 475: Simulating Stochastic Systems
English - September 23, 2021 21:09Courses Education simulation stochastic des dess discrete event system industrial engineering modeling Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Lecture D2 (2021-09-21): Probabilistic Models
Next Episode: Lecture E2 (2021-09-28): Random-Variate Generation
We start the lecture covering some discrete random variables that we did not get to during Lecture D2. We also introduce the Poisson process and how it relates to the Poisson and exponential random variables. We then pivot to discussing pseudo-random number generators (PRNGs), including their required as well as desired properties and statistical tests to test for independence and uniformity. We will continue the discussion of statistical tests for independence at the start of next lecture (Lecture E2).