Module net.finmath.lib
Package net.finmath.randomnumbers
package net.finmath.randomnumbers
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
-
ClassDescriptionClass implementing
RandomNumberGeneratorby the acceptance rejection method.Implements a multi-dimensional Halton sequence (quasi random numbers) with the given bases.Wrapper class for java.security.SecureRandom.Mersenne Twister random number generator.Interface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n}Interface for a 1-dimensional random number generator generating a sequence of vectors sampling the space [0,1]Implements a multi-dimensional Sobol sequence.Implements a multi-dimensional Sobol sequence.A van-der-Corput sequence \( \{ x_{i} \vert i = 0, 1, \ldots \} \) implementingRandomNumberGenerator1D.