Random difference equations: an asymptotical result
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摘要
we give a description of the model Un=Xn(1+Un−1) for n>1 in the case where the Xi are i.i.d random variables with density αxα−1 on [0,1],(α>0). We use it to generate recursively Dickman pseudorandom numbers (α=1) and to simulate shot noise.
论文关键词:primary: 60F,Random difference equations,Random permutations,Golomb's constant,Differential–difference equations,Dickman distribution,Shot noise,Pseudorandom numbers generation
论文评审过程:Received 1 December 2001, Revised 13 September 2002, Available online 7 January 2003.
论文官网地址:https://doi.org/10.1016/S0377-0427(02)00821-X