Combined random number generator via the generalized Chinese remainder theorem (Q1612315)
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scientific article; zbMATH DE number 1787616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combined random number generator via the generalized Chinese remainder theorem |
scientific article; zbMATH DE number 1787616 |
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Combined random number generator via the generalized Chinese remainder theorem (English)
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22 August 2002
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The author studies the combined multiple recursive random number generator proposed by \textit{P. L'Ecuyer} [Oper. Res. 44, No. 5, 816-833 (1996; Zbl 0904.65004)] using the Chinese remainder theorem. This approach makes it possible to suggest a new combined generator based on the generalized Chinese remainder theorem and on the algorithm of \textit{Ø. Ore} [Am. Math. Mon. 59, 365-370 (1952; Zbl 0049.31002)]. It is claimed that the proposed random number generator substantially improves the combined multiple recursive generator. The author however does not present any numerical and simulation analysis to support this claim.
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combined multiple recursive random number generator
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Chinese remainder theorem
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recursive generator
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0.86891097
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0.86506295
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0.8637957
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0.85908127
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