Combined Multiple Recursive Random Number Generators

DOI10.1287/OPRE.44.5.816MaRDI QIDQ4345602zbMATH OpenOpenAlexFDO

Authors Pierre L'Ecuyer

Publication date 19 January 1999

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.44.5.816

zbMATH Keywords

C-programgenerators with a product of large numbers as periodmultiple recursive random number generatorsnumerical examples

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to numerical analysis (65-04) Random number generation in numerical analysis (65C10)

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Cited in

(28)

• Several extensively tested multiple recursive random number generators
• Combined random number generator via the generalized Chinese remainder theorem
• Exponential decay of correlations functions in MIXMAX generator of pseudorandom numbers
• Effective and efficient restriction on producing the multipliers for the multiple recursive random number generator
• Portable random number generators.
• Combined generators with components from different families
• A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight
• A brief and understandable guide to pseudo-random number generators and specific models for security
• A search for good pseudo-random number generators: survey and empirical studies
• On testing pseudorandom generators via statistical tests based on the arcsine law
• Random numbers for parallel computers: requirements and methods, with emphasis on gpus
• Using rngstreams for parallel random number generation in C++ and R
• A stochastic boundary forcing for dissipative particle dynamics
• Small sample uniformity in random number generation
• The revised recursive reduction for efficiently generating random numbers
• Large-order multiple recursive generators with modulus \(2^{31}-1\)
• Combining random generators by group operation
• Multiple Randomizations
• Compound Random Number Generators
• scientific article; zbMATH DE number 1089168 (Why is no real title available?)
• Tests based on sum-functions of spacings for uniform random numbers
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• XVA principles, nested Monte Carlo strategies, and GPU optimizations
• 64-bit and 128-bit DX random number generators
• Four Canadian Contributions to Stochastic Modeling
• Developments in secure random number generators
• Efficient spectral tests for multiple recursive generators
• Tests of randomness by the gambler's ruin algorithm

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