97 lines
3.1 KiB
Java
97 lines
3.1 KiB
Java
//******************************************************************************
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//
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// File: ExponentialPrng.java
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// Package: edu.rit.numeric
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// Unit: Class edu.rit.numeric.ExponentialPrng
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//
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// This Java source file is copyright (C) 2013 by Alan Kaminsky. All rights
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// reserved. For further information, contact the author, Alan Kaminsky, at
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// ark@cs.rit.edu.
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//
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// This Java source file is part of the Parallel Java 2 Library ("PJ2"). PJ2 is
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// free software; you can redistribute it and/or modify it under the terms of
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// the GNU General Public License as published by the Free Software Foundation;
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// either version 3 of the License, or (at your option) any later version.
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//
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// PJ2 is distributed in the hope that it will be useful, but WITHOUT ANY
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// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR
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// A PARTICULAR PURPOSE. See the GNU General Public License for more details.
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//
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// A copy of the GNU General Public License is provided in the file gpl.txt. You
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// may also obtain a copy of the GNU General Public License on the World Wide
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// Web at http://www.gnu.org/licenses/gpl.html.
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//
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//******************************************************************************
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package edu.rit.numeric;
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import edu.rit.util.Random;
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/**
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* Class ExponentialPrng provides a pseudorandom number generator (PRNG) that
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* generates random numbers with an exponential distribution. The probability
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* density function is
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* <BR> <I>f</I>(<I>x</I>) = <I>λ</I>e<SUP>−<I>λ</I><I>x</I></SUP>, <I>x</I> ≥ 0
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* <BR> <I>f</I>(<I>x</I>) = 0, otherwise
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* <BR>The distribution's mean is 1/<I>λ</I> and its standard deviation
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* is 1/<I>λ</I><SUP>2</SUP>.
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* <P>
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* An exponential distribution is often used to model arrivals or departures in
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* a discrete event simulation. The mean arrival or departure rate is
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* <I>λ</I>; the mean interarrival or interdeparture time is
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* 1/<I>λ</I>.
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* <P>
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* Every call of the <TT>next()</TT> method results in one call of the
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* underlying uniform PRNG's <TT>nextDouble()</TT> method.
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*
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* @author Alan Kaminsky
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* @version 01-Aug-2011
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*/
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public class ExponentialPrng
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extends DoublePrng
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{
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// Hidden data members.
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private double lambda;
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// Exported constructors.
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/**
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* Construct a new exponential PRNG.
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*
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* @param theUniformPrng The underlying uniform PRNG.
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* @param lambda Mean rate <I>λ</I> > 0.
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*
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* @exception NullPointerException
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* (unchecked exception) Thrown if <TT>theUniformPrng</TT> is null.
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* @exception IllegalArgumentException
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* (unchecked exception) Thrown if <I>λ</I> ≤ 0.
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*/
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public ExponentialPrng
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(Random theUniformPrng,
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double lambda)
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{
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super (theUniformPrng);
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if (lambda <= 0)
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{
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throw new IllegalArgumentException
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("ExponentialPrng(): lambda = "+lambda+" illegal");
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}
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this.lambda = lambda;
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}
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// Exported operations.
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/**
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* Returns the next random number.
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*
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* @return Random number.
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*/
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public double next()
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{
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return -Math.log(myUniformPrng.nextDouble())/lambda;
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}
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}
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