y - Institute for Building Materials - ETH Zürich
y - Institute for Building Materials - ETH Zürich
y - Institute for Building Materials - ETH Zürich
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Distribution of random numbers<br />
+∞<br />
∫<br />
−∞∞<br />
P( x) dx = 1 and P( x)<br />
> 0<br />
examples: homogeneous, Gaussian, Poisson<br />
Probability to find a random number<br />
i in the h i interval l[ [ [x, , x+ x+Δx]: Δ ] ]:<br />
x +Δ x<br />
wx ( ) = ∫ Pxdx ( )<br />
Random number generators (RNG)<br />
electrical flicker noise<br />
Algorithms:<br />
∫<br />
x<br />
photon emission<br />
f from a semiconductor i d<br />
• Congruential (Lehmer (Lehmer, 1948)<br />
• Lagged-Fibonacci gg (Tausworth,1965)<br />
( , )<br />
21<br />
22
Change language