Improving the statistical quality of random number generators by applying a simple ratio transformation

DOI10.1016/j.matcom.2018.10.002OpenAlexW2898067980MaRDI QIDQ1997372

Yanyan Li

Publication date: 2 March 2021

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

Full work available at URL: https://arxiv.org/abs/1612.07318

zbMATH Keywords

random number generationcombination of random generatorsempirical testing of random generatorsratio of uniform random variables

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probabilistic methods, stochastic differential equations (65Cxx)

Uses Software

• MersenneTwister
• RngSteam
• MRG32k3a

Cites Work

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• Handbook of computational statistics. Concepts and methods.
• Random numbers for parallel computers: requirements and methods, with emphasis on gpus
• TestU01
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Mersenne twister
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Uniform Random Rational Number Generation

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