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1.4 class RandomVariable

All random variables should derive from class RandomVariable. This base class provides a few static methods for globally configuring the behavior of the random number generator. Derived classes provide API for drawing random variates from the particular distribution being supported.

Each RandomVariable created in the simulation is given a generator that is a new RNGStream from the underlying PRNG. Used in this manner, the L'Ecuyer implementation allows for a maximum of 1.8x10^19 random variables. Each random variable in a single replication can produce up to 7.6x10^22 random numbers before overlapping.


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