ABSTRACT

This chapter begins by discussing how random numbers are generated by the computer and how the numbers can be tested for randomness before being applied to the Monte Carlo modeling of electromagnetic (EM) phenomena. It also deals with the process of translating the random numbers into random variates and the statistical evaluation of error associated with the randomness in Monte Carlo simulations. Fundamental to Monte Carlo simulations is the need for sequences of numbers that appear to be drawn at random from a particular probability law. The method by which random numbers are generated is often called the random number generator. The quality of the random number generator is crucial to the success of the Monte Carlo simulations. Monte Carlo methods give solutions that are averages over a number of tests. For this reason, it is important to realize that the sample statistics obtained from Monte Carlo experiments will vary from one experiment to another.