Mathematical Sciences: Random Variables and Computers
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The main goal of this research is the development of random                number generators tailored for particular machines as well as                   universal ones that produce exactly the same results in a variety               of machines; the development of tests for random number                         generators that assess their suitability for the sophisticated                  uses and huge sample sizes now becoming commonplace; and the                    development of new or improved methods for generating the                       important random variables used in Monte Carlo studies.  Another                goal of this research program is to provide new or better methods               for evaluating the important distribution functions in                          computational statistics, such as the normal and the incomplete                 gamma and beta distributions.                                                        Scientific computation may be divided into two parts:                      deterministic and Monte Carlo.  The latter requires random inputs               at various stages of the computations.  This research program                   concentrates on that aspect of scientific computation: the                      generation, testing and use of random variables in Monte Carlo                  calculations.
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