A pseudo-random number generator for personal computers

DOI10.1016/S0898-1221(99)00057-7MaRDI QIDQ1962991zbMATH OpenOpenAlexFDO

Publication date 20 January 2000

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(99)00057-7

initial value selection Monte Carlo methods parallel computation pseudo-random number generator randomness tests

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05)

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.

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