Unreliability of available pseudorandom number generators

DOI10.1134/S0965542520110044zbMath1454.65006OpenAlexW3112950156MaRDI QIDQ2214601

Yanyan Li

Publication date: 10 December 2020

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542520110044

zbMATH Keywords

Monte Carlo methodspseudorandom numbers

Mathematics Subject Classification ID

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

Uses Software

• MersenneTwister
• Ziggurat
• AS 183
• rnorrexp

Cites Work

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• A new class of random number generators
• A PRNG Specialized in Double Precision Floating Point Numbers Using an Affine Transition
• Mersenne twister
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators

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