Combined random number generator via the generalized Chinese remainder theorem
The author studies the combined multiple recursive random number generator proposed by \textit{P. L'Ecuyer} [Oper. Res. 44, No. 5, 816-833 (1996; Zbl 0904.65004)] using the Chinese remainder theorem. This approach makes it possible to suggest a new combined generator based on the generalized Chinese remainder theorem and on the algorithm of \textit{Ø. Ore} [Am. Math. Mon. 59, 365-370 (1952; Zbl 0049.31002)]. It is claimed that the proposed random number generator substantially improves the combined multiple recursive generator. The author however does not present any numerical and simulation analysis to support this claim.
combined multiple recursive random number generator
scientific article; zbMATH DE number 1787616
scientific article