A random number generator based on the combination of four LCGs

DOI10.1016/S0378-4754(97)00052-9zbMath1017.65501MaRDI QIDQ1404624

Terry H. Andres, Pierre L'Ecuyer

Publication date: 21 August 2003

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

Random number generationJump-aheadSoftware package

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (5)

Modified decomposition method for multiple recursive random number generator ⋮ Random numbers for parallel computers: requirements and methods, with emphasis on gpus ⋮ On the CRAY-System Random Number Generator ⋮ Generating good pseudo-random numbers ⋮ Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique

Uses Software

• AS 183

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Uniform random number generation
• Structural Properties for Two Classes of Combined Random Number Generators
• An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators
• Implementing a random number package with splitting facilities

This page was built for publication: A random number generator based on the combination of four LCGs