Thoughts on pseudorandom number generators
type: Item
instance of: scholarly article
title: Thoughts on pseudorandom number generators
zbMATH Open document ID: 0701.65006
DOI: 10.1016/0377-0427(90)90346-2
author: B. D. Ripley
published in: Journal of Computational and Applied Mathematics
publication date: 1990-01-01T00:00:00Z
review text: The author of this survey paper summarizes the basic requirements on ``good'' random number generators. He points out the necessity of the period greater than \(2^{50}\). Then he discusses the properties of seven commonly used congruential generators, the principles of (and problems of) shift-register generators, especially the initialization and the problem of shuffling. He does not mention the shuffling scheme when the members from the table are reintroduced into the generator. Timings for some computers (PC and workstations) and generators are given. The author concludes that ``for all but the most demanding problems the Marsaglia generator suffices''. This statement is not, however, generally accepted. The paper contains the FORTRAN program that initializes and runs a shift-register generator with the period \(2^{521}-1\).
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 62-04
zbMATH DE Number: 4149436
zbMATH Keywords: good random number generators
zbMATH Keywords: shift-register generators
zbMATH Keywords: initialization
zbMATH Keywords: shuffling
zbMATH Keywords: Marsaglia generator
zbMATH Keywords: FORTRAN program
reviewed by: Jaroslav Král
MaRDI profile type: Publication
full work available at URL: 0377-0427(90)90346-2
OpenAlex ID: W2024835947
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description: scientific article; zbMATH DE number 4149436