On goodness-of-fit tests for multiple recursive random number generators

DOI10.1016/j.amc.2007.10.047zbMath1143.65006OpenAlexW2059797396MaRDI QIDQ929415

Chi-Chi Chen, Huey-Chin Tang

Publication date: 17 June 2008

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

Full work available at URL: https://doi.org/10.1016/j.amc.2007.10.047

zbMATH Keywords

numerical examplesMonte Carlo methodgoodness-of-fitrandom number generationmultiple recursive generator

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cites Work

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• Symmetry properties of multiple recursive random number generators in full period and spectral test
• A method of systematic search for optimal multipliers in congruential random number generators
• Reverse multiple recursive random number generators
• Symmetry property of multiplicative congruential random number generator in chi-square test

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