Package org.drip.measure.crng

Continuous Random Number Stream Generator

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
RecursiveGenerator	RecursiveGenerator exposes Sequence Generation using Recursive Schemes.

Class Summary

Class	Description
LinearCongruentialGenerator	LinearCongruentialGenerator implements a RNG based on Recurrence Based on Modular Integer Arithmetic.
LogNormalRandomNumberGenerator	LogNormalRandomNumberGenerator provides the Functionality to generate Log-normal Random Numbers.
MultipleRecursiveGeneratorLEcuyer	MultipleRecursiveGeneratorLEcuyer - L'Ecuyer's Multiple Recursive Generator - combines Multiple Recursive Sequences to produce a Large State Space with good Randomness Properties.
MultiStreamGenerator	MultiStreamGenerator helps generate Multiple Independent (i.e., Non-Overlapping) Streams of Random Numbers.
RandomNumberGenerator	RandomNumberGenerator provides the Functionality to generate Random Numbers.
ShiftRegisterGenerator	ShiftRegisterGenerator implements a RNG based on the Shift Register Generation Scheme.