Multiple sequence random number generators

摘要

Many discrete event simulation models utilize a single random number sequence, regardless of the number of random variables included in the model. This paper illustrates the advantages of utilizing a unique random number sequence for each random variable. An example is included to demonstrate the resulting effects. A method is described for converting a single sequence random number generator to a multiple sequence generator. An application is included that compares simulation results obtained using a single sequence of random numbers to those obtained using a unique sequence for each random variable in the model.