Problem of uniqueness in the renewal process generated by the uniform distribution

DOI10.1155/S1048953392000248MaRDI QIDQ2365558zbMATH OpenFDO

Authors Dimitrije Ugrin-Šparac

Publication date 29 June 1993

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/46843

zbMATH Keywords

integral representation of gamma-functionpiece-wise entire density of exponential typepseudo-random number generatorsrenewal processuniform distribution

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Gamma, beta and polygamma functions (33B15) Renewal theory (60K05) Random number generation in numerical analysis (65C10)

Review text

Summary: The renewal process generated by the uniform distribution, when interpreted as a transformation of the uniform distribution into a discrete distribution, gives rise to the question of uniqueness of the inverse image. The paper deals with a particular problem from the described domain, that arose in the construction of a complex stochastic test intended to evaluate pseudo-random number generators. The connection of the treated problem with the question of a unique integral representation of gamma-function is also mentioned.

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(2)

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