Physical systems often contain subsystems that are "best" model ed as continuous random processes. When these processes are included in digital simulations, the statistics of the random num ber generator used in the simulation must be selected such that the continuous random process is modeled faithfully. In general the statistics of the random number generator will be drastically different from the statistics of the continuous random process. This paper presents the functional relationship between the sta tistics of the random number generator and the statistics of the continuous random process for simulations using two commonly employed integration methods.
Riggs, T.L., jr. 1986. Modeling Continuous-Time Random Processes in Digital Computer Simulations of Physical Systems. Dissertation, Auburn University, Auburn, Ala.
