On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators

DOI10.1287/IJOC.2013.0576zbMath1304.65006OpenAlexW2026120045MaRDI QIDQ2940533

Pierre L'Ecuyer, Richard Simard

Publication date: 27 January 2015

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2013.0576

zbMATH Keywords

simulationrandom number generatorslattice structuremultiple recursive generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (3)

Spectral Analysis of the MIXMAX Random Number Generators ⋮ Random numbers for parallel computers: requirements and methods, with emphasis on gpus ⋮ Conversion of mersenne twister to double-precision floating-point numbers

Uses Software

• RngSteam
• TestU01
• MRG32k3a
• RngStreams

Cites Work

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• Large-Order Multiple Recursive Generators with Modulus 2³¹ − 1
• Issues on Computer Search for Large Order Multiple Recursive Generators
• Efficient and portable multiple recursive generators of large order
• A system of high-dimensional, efficient, long-cycle and portable uniform random number generators
• TestU01
• Tables of maximally equidistributed combined LFSR generators
• An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Common defects in initialization of pseudorandom number generators
• On the performance of birthday spacings tests with certain families of random number generators

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