Resolution-stationary random number generators

DOI10.1016/j.matcom.2007.09.014zbMath1192.65011OpenAlexW2025798343MaRDI QIDQ974243

Pierre L'Ecuyer, Francois Panneton

Publication date: 27 May 2010

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2007.09.014

zbMATH Keywords

numerical examplesuniformityquasi-Monte Carlo methodrandom number generationlinear recurrence modulo 2resolution-stationary generatorsTausworthe generator

Mathematics Subject Classification ID

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

Related Items (1)

Monte Carlo computation of the Laplace transform of exponential Brownian functionals

Uses Software

• MersenneTwister
• TestU01

Cites Work

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• Improved long-period generators based on linear recurrences modulo 2
• An equivalence relation between Tausworthe and GFSR sequences and applications
• Uniform random number generation
• TestU01
• The k -distribution of generalized feedback shift register pseudorandom numbers
• Tables of maximally equidistributed combined LFSR generators
• Mersenne twister
• On the xorshift random number generators
• Twisted GFSR generators II
• Efficient and portable combined Tausworthe random number generators
• Maximally equidistributed combined Tausworthe generators
• Random Numbers Generated by Linear Recurrence Modulo Two
• An Asymptotically Random Tausworthe Sequence

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