Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers

DOI10.1016/j.cpc.2013.03.019zbMath1344.65002OpenAlexW2080489332MaRDI QIDQ310312

Mohammad Hasan, M. Dambrine

Publication date: 8 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.cpc.2013.03.019

zbMATH Keywords

normal numbersrandom number generationlinear congruential generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Uses Software

• BCNRandom

Cites Work

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• Class library ranlip for multivariate nonuniform random variate generation
• Parallel use of multiplicative congruential random number generators
• Improving random number generators in the Monte Carlo simulations via twisting and combining
• Uniform random number generation
• TestU01
• Close-Point Spatial Tests and Their Application to Random Number Generators
• Normal Numbers and Pseudorandom Generators

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