A pseudo-random number generator for personal computers
type: Item
instance of: scholarly article
title: A pseudo-random number generator for personal computers
zbMATH Open document ID: 0949.65004
DOI: 10.1016/S0898-1221(99)00057-7
author: Yu. L. Levitan
author: Il'ya Sobol'
publication date: 2000-01-20T00:00:00Z
review text: This paper deals with the pseudo-random number generation method [\textit{B. A. Wichmann} and \textit{I. D. Hill}, Appl. Statist. 31, 188-190 (1982)]. The method first computes in parallel three generators, \(m_i\equiv 171m_{i-1}\pmod {30269}\), \(m_i'\equiv 172m_{i-1}' \pmod {30307}\) and \(m_i''\equiv 170m_{i-1}''\pmod {30323}\) with given initial values \(m_0, m_0'\) and \(m_0''\), respectively, and uses the fractional part \(\gamma_i=\{m_i/30269+ m_i'/30307+m_i''/30323\}\) as a pseudo-random number. The authors found the initial value selection is crucial by several randomness tests, and provided empirically a good choice of the initial values. The reviewer feels the authors' recommendation is limited because it is derived empirically from very limited statistical randomness tests.
reviewed by: Katsuji Uosaki
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 11K45
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 1391529
zbMATH Keywords: pseudo-random number generator
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: initial value selection
zbMATH Keywords: parallel computation
zbMATH Keywords: randomness tests
describes a project that uses: AS 183
MaRDI profile type: Publication
cites work: On a pseudo-random number generator for personal computers
cites work: Q4778208
cites work: On quasirandom sequences for numerical computations
cites work: Q5585020
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full work available at URL: s0898-1221(99)00057-7
OpenAlex ID: W2032140413
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 1391529