Abstract
A simple deterministic algorithm produces a finite sequence which exhibits three iniportant statistical properties. This algo rithm should prove to be useful in simulating some random processes.
Get full access to this article
View all access options for this article.
References
1.
Bratley, P.
;
Fox, B.L.
; and
Schrage, L.E.
A Guide to Simulation . Springer-Verlag , New York, N.Y. (1983 ).
2.
Collet, P.
and
Eckmann, J-P.
Iterated Maps on the Interval as Dynamic Systems . Birkhauser , Boston, Mass. (1980 ).
3.
Iooss, G.
;
Helleman, R.H.G.
; and
Stora, R.
, Chaotic Behaviour of Deterministic Systems . North Holland Pub. Co. , Amsterdam (1983 ).
4.
Knuth, D.E.
The Art of Computer Programming : Vol. 2 Seminumerical Algonthms, "Random Numbers ." Addison Wesley , Reading, Mass. (1981 ), Chap. 3.
5.
Li, T-Y.
and
Yorke, I.A.
"Period Three Implies Chaos ." Am. Math. Monthly
82 (1975 ), 985 -992 .
6.
May, R.M.
"Simple Mathematical Models with Very Complicated Dynamics ." Nature
261 (June 10, 1976 ), 459 -467 .