Relative merits of random number generators: Indirect approach

DOI10.1016/j.na.2004.09.007zbMath1224.65006OpenAlexW2092250645MaRDI QIDQ1000076

J. Martínez

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2004.09.007

zbMATH Keywords

computational complexityMonte Carlo methodprobabilistic algorithmpseudo-random number generatorsroot-mean-square error

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Complexity and performance of numerical algorithms (65Y20)

Uses Software

• UNU.RAN
• NIST Statistical Test Suite

Cites Work

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• Combined generators with components from different families
• Regularities in congruential random number generators
• Multiplicative, congruential random-number generators with multiplier ± 2 ^{k 1} ± 2 ^{k 2} and modulus 2 ^p - 1
• Pseudorandom Number Generation by Nonlinear Methods
• Uniform Random Number Generators
• Mixed Congruential Random Number Generators for Decimal Machines

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