A study of 128-bit multipliers for congruential pseudorandom number generators

DOI10.1016/S0010-4655(99)00467-1zbMath0980.65008OpenAlexW2041086511MaRDI QIDQ1973563

Kenneth G. Hamilton, Iosif G. Dyadkin

Publication date: 25 February 2002

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

Full work available at URL: https://doi.org/10.1016/s0010-4655(99)00467-1

zbMATH Keywords

numerical examplesparallel computationmultipliersrandom numberspseudorandom number generatorsMonte-Carlo methodcongruential methods

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (5)

PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE ⋮ Distribution of lattice points ⋮ Path integral pricing of Asian options on state-dependent volatility models ⋮ Distributed computing by the Monte Carlo method ⋮ RNMULT128

Uses Software

• Algorithm 693
• Algorithm 719

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