Theoretical and empirical convergence results for additive congruential random number generators
type: Item
instance of: scholarly article
title: Theoretical and empirical convergence results for additive congruential random number generators
zbMATH Open document ID: 1188.65003
author: Roy S. Wikramaratna
published in: Journal of Computational and Applied Mathematics
publication date: 2010-02-12T00:00:00Z
review text: An additive congruential random number (ACORN) generator was defined by \textit{R.~S.~Wikramaratna} [J. Comput. Phys. 83, No.~1, 16--31 (1989; Zbl 0677.65003)]. The ACORN generators were examined by the author later, for example, see \textit{R.~S.~Wikramaratna} [J. Comput. Appl. Math. 216, No.~2, 371--387 (2008; Zbl 1145.65002)]. This paper is a continuation of the ACORN generators analysis, both theoretical and empirical. From the author's abstract: The results demonstrate that the ACORN generators are a reliable source of uniformly distributed pseudo-random numbers, and that in practice (as suggested by the theoretical convergence results) the quality of the ACORN sequences increases with increasing modulus and order.
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 11K36
Mathematics Subject Classification ID: 11K45
zbMATH DE Number: 5669155
zbMATH Keywords: pseudo-random number generator
zbMATH Keywords: algorithm
zbMATH Keywords: implementation
zbMATH Keywords: theoretical analysis
zbMATH Keywords: well-distributed sequences
zbMATH Keywords: empirical test
zbMATH Keywords: additive congruential random number (ACORN) generator
zbMATH Keywords: convergence
describes a project that uses: TestU01
describes a project that uses: nag
describes a project that uses: NAG
describes a project that uses: Diehard
describes a project that uses: MersenneTwister
MaRDI profile type: Publication
Wikidata QID: Q61714367
full work available at URL: j.cam.2009.10.015
OpenAlex ID: W2095253188
cites work: A Retrospective and Prospective Survey of the Monte Carlo Method
cites work: Q4003879
cites work: Q4409368
cites work: Q4344097
cites work: Deterministic Simulation of Random Processes
cites work: ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
cites work: The additive congruential random number generator -- a special case of a multiple recursive generator
cites work: TestU01
cites work: Mersenne twister
cites work: Zur formalen Theorie der Gleichverteilung in kompakten Gruppen
cites work: ‘ALMOST CONVERGENCE’ AND UNIFORMLY DISTRIBUTED SEQUENCES
cites work: Q4767350
DBLP publication ID: journals/jcam/Wikramaratna10
DOI: 10.1016/J.CAM.2009.10.015
description: scientific article; zbMATH DE number 5669155