Theoretical and empirical convergence results for additive congruential random number generators

DOI10.1016/j.cam.2009.10.015zbMath1188.65003OpenAlexW2095253188WikidataQ61714367 ScholiaQ61714367MaRDI QIDQ847181

Roy S. Wikramaratna

Publication date: 12 February 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.10.015

zbMATH Keywords

algorithmconvergenceimplementationtheoretical analysispseudo-random number generatorwell-distributed sequencesempirical testadditive congruential random number (ACORN) generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (2)

Multivariate geostatistical grid-free simulation of natural phenomena ⋮ The centro-invertible matrix: a new type of matrix arising in pseudo-random number generation

Uses Software

• NAG
• MersenneTwister
• nag
• TestU01
• Diehard

Cites Work

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• The additive congruential random number generator -- a special case of a multiple recursive generator
• ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
• Zur formalen Theorie der Gleichverteilung in kompakten Gruppen
• ‘ALMOST CONVERGENCE’ AND UNIFORMLY DISTRIBUTED SEQUENCES
• TestU01
• Mersenne twister
• Deterministic Simulation of Random Processes
• A Retrospective and Prospective Survey of the Monte Carlo Method

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