Uniform random number generators
by Agner Fog, 2001 - 2007
randomc.zip contains a C++ class library of uniform random number generators of good quality.
The random number generators found in standard libraries are often of a poor quality, insufficient for large Monte Carlo calculations. This C++ implementation provides random number generators of a much better quality: Better randomness, higher resolution, and longer cycle lengths.
The same random number generators are available as libraries coded in assembly language for higher speed. These libraries can be linked into projects coded in other programming languages under Windows, Linux, BSD, etc. The library files are available in the archive asmlib.zip.
Non-uniform random number generators are provided in stocc.zip.
Generate 100 samples of a zero-mean white noise sequence with variance , by using a uniform random number generator.
a Compute the autocorrelation of for .
b Compute the periodogram estimate and plot it.
c Generate 10 different realizations of , and compute the corresponding sample autocorrelation sequences , and . Compute the average autocorrelation sequence as and the corresponding periodogram for .
d Compute and plot the average periodogram using the Bartlett method.
e Comment on the results in parts (a) through (d).
M-file uses random data which BPSK modulates a carrier to configure a BPSK UWB transmitter. The receiver demodulates the BPSK UWB carrier and the data is recovered
