A statistical analysis of the screening measure of multiple recursive random number generators of orders one and two

DOI10.1080/00949650108812153zbMath1008.65004OpenAlexW2068805318MaRDI QIDQ4534179

Huey-Chin Tang

Publication date: 23 January 2003

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812153

zbMATH Keywords

spectral testlattice testrandom number generationmultiple recursive generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

• Calculation of Minkowski-reduced lattice bases
• Several extensively tested multiple recursive random number generators
• Systematic searches for good multiple recursive random number generators
• An Introduction to the Geometry of Numbers
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• Tables of linear congruential generators of different sizes and good lattice structure
• An exhaustive analysis of prime modulus multiplicative congruential random number generators with modulus smaller than 2¹⁵
• A search for good multiple recursive random number generators
• Fourier Analysis of Uniform Random Number Generators
• On the Choice of the Number of Class Intervals in the Application of the Chi Square Test
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