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//******************************************************************************
//
// File: ExponentialPrng.java
// Package: edu.rit.numeric
// Unit: Class edu.rit.numeric.ExponentialPrng
//
// This Java source file is copyright (C) 2011 by Alan Kaminsky. All rights
// reserved. For further information, contact the author, Alan Kaminsky, at
// ark@cs.rit.edu.
//
// This Java source file is part of the Parallel Java Library ("PJ"). PJ is free
// software; you can redistribute it and/or modify it under the terms of the GNU
// General Public License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// PJ is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR
// A PARTICULAR PURPOSE. See the GNU General Public License for more details.
//
// Linking this library statically or dynamically with other modules is making a
// combined work based on this library. Thus, the terms and conditions of the
// GNU General Public License cover the whole combination.
//
// As a special exception, the copyright holders of this library give you
// permission to link this library with independent modules to produce an
// executable, regardless of the license terms of these independent modules, and
// to copy and distribute the resulting executable under terms of your choice,
// provided that you also meet, for each linked independent module, the terms
// and conditions of the license of that module. An independent module is a
// module which is not derived from or based on this library. If you modify this
// library, you may extend this exception to your version of the library, but
// you are not obligated to do so. If you do not wish to do so, delete this
// exception statement from your version.
//
// A copy of the GNU General Public License is provided in the file gpl.txt. You
// may also obtain a copy of the GNU General Public License on the World Wide
// Web at http://www.gnu.org/licenses/gpl.html.
//
//******************************************************************************
package edu.rit.numeric;
import edu.rit.util.Random;
/**
* Class ExponentialPrng provides a pseudorandom number generator (PRNG) that
* generates random numbers with an exponential distribution. The probability
* density function is
* <BR> <I>f</I>(<I>x</I>) = <I>λ</I>e<SUP>−<I>λ</I><I>x</I></SUP>, <I>x</I> ≥ 0
* <BR> <I>f</I>(<I>x</I>) = 0, otherwise
* <BR>The distribution's mean is 1/<I>λ</I> and its standard deviation
* is 1/<I>λ</I><SUP>2</SUP>.
* <P>
* An exponential distribution is often used to model arrivals or departures in
* a discrete event simulation. The mean arrival or departure rate is
* <I>λ</I>; the mean interarrival or interdeparture time is
* 1/<I>λ</I>.
* <P>
* Every call of the <TT>next()</TT> method results in one call of the
* underlying uniform PRNG's <TT>nextDouble()</TT> method.
*
* @author Alan Kaminsky
* @version 01-Aug-2011
*/
public class ExponentialPrng
extends DoublePrng
{
// Hidden data members.
private double lambda;
// Exported constructors.
/**
* Construct a new exponential PRNG.
*
* @param theUniformPrng The underlying uniform PRNG.
* @param lambda Mean rate <I>λ</I> > 0.
*
* @exception NullPointerException
* (unchecked exception) Thrown if <TT>theUniformPrng</TT> is null.
* @exception IllegalArgumentException
* (unchecked exception) Thrown if <I>λ</I> ≤ 0.
*/
public ExponentialPrng
(Random theUniformPrng,
double lambda)
{
super (theUniformPrng);
if (lambda <= 0)
{
throw new IllegalArgumentException
("ExponentialPrng(): lambda = "+lambda+" illegal");
}
this.lambda = lambda;
}
// Exported operations.
/**
* Returns the next random number.
*
* @return Random number.
*/
public double next()
{
return -Math.log(myUniformPrng.nextDouble())/lambda;
}
}
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