Numerical evaluation of a multi-stream pseudo-random number generator

DOI10.1016/0307-904X(87)90007-2zbMath0632.65002MaRDI QIDQ1095562

B. L. Davies, K. Chaharbaghi

Publication date: 1987

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

computer simulationtest for randomnessdynamic systems simulation languageFortran subprogramLehmer's multiplicative iterationmultiple random number generation

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Random number generation in numerical analysis (65C10)

Uses Software

• UNIRAN

Cites Work

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• Computer Generation of Random Variables: A Tutorial
• Random Number Generators
• Tests of Pseudo-Random Numbers
• The Period of Pseudo-Random Numbers Generated by Lehmer's Congruential Method
• A More Portable Fortran Random Number Generator
• Coding the Lehmer pseudo-random number generator
• The Covariance Matrix of Runs Up and Down

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