Random number generation with the recursion \(X_ t=X_{t-3p}\oplus X_{t-3q}\) (Q914320)
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Language | Label | Description | Also known as |
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English | Random number generation with the recursion \(X_ t=X_{t-3p}\oplus X_{t-3q}\) |
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Random number generation with the recursion \(X_ t=X_{t-3p}\oplus X_{t-3q}\) (English)
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1990
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The author discusses a modification of the Marsaglia pseudorandom generator of the form given in the title. The paper contains the FORTRAN program that initializes and runs the generator. The principles of the initialization are discussed in detail using the theory of Galois fields. Results of the statistical tests of the generator are given. The author concludes that the generator has better properties than the Marsaglia one.
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Marsaglia pseudorandom generator
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FORTRAN program
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initialization
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statistical tests
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