Module net.finmath.lib
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
-
Interface Summary Interface Description RandomNumberGenerator Interface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n}RandomNumberGenerator1D Interface for a 1-dimensional random number generator generating a sequence of vectors sampling the space [0,1] -
Class Summary Class Description AcceptanceRejectionRandomNumberGenerator Class implementingRandomNumberGenerator
by the acceptance rejection method.HaltonSequence Implements a multi-dimensional Halton sequence (quasi random numbers) with the given bases.HighEntropyRandomNumberGenerator Wrapper class for java.security.SecureRandom.MersenneTwister Mersenne Twister random number generator.SobolSequence Implements a multi-dimensional Sobol sequence.SobolSequence1D Implements a multi-dimensional Sobol sequence.VanDerCorputSequence A van-der-Corput sequence \( \{ x_{i} \vert i = 0, 1, \ldots \} \) implementingRandomNumberGenerator1D
.