Package net.finmath.randomnumbers

Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions.

See: Description

Interface Summary

Interface	Description
RandomNumberGenerator	Interface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n}

Class Summary

Class	Description
AcceptanceRejectionRandomNumberGenerator	Class implementing RandomNumberGenerator by the acceptance rejection method.
HaltonSequence	Implements a multi-dimensional Halton sequence (quasi random numbers) with the given bases.
MersenneTwister

Package net.finmath.randomnumbers Description

Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions. Classes in this package provide wrappers for random number generators from thirs party libraries (e.g. Mersenne-Twister from commons-math), native implementation of quasi random number gerantors (e.g. Halton sequence) and algorithm to sample other distributions (like the Acceptance-Rejection method).

Author:

Christian Fries