How to improve a random number generator

DOI10.1016/S0010-4655(99)00434-8zbMath0951.65005OpenAlexW2166816996MaRDI QIDQ1971517

Ana Proykova

Publication date: 6 December 2000

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0010-4655(99)00434-8

zbMATH Keywords

numerical examplesrandom walkpseudo-random numbersrandom number generationautocorrelation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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