Accuracy in Random Number Generation

DOI10.2307/2008146MaRDI QIDQ3725418zbMATH OpenOpenAlexFDO

Authors John F. Monahan

Publication date 1985

Full work available at URL https://doi.org/10.2307/2008146

zbMATH Keywords

design of algorithmsdiscretization errorcontinuous random variablesmeasure of erroruniform deviates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Roundoff error (65G50)

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(7)

• An error in the Kinderman-Ramage method and how to fix it
• Portable random number generators.
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• Some remarks on a new composite random number generator

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