Generating good pseudo-random numbers

DOI10.1016/J.CSDA.2006.05.019MaRDI QIDQ1010514zbMATH OpenOpenAlexFDO

Authors Brian Wichmann, I. D. Hill

Publication date 6 April 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.05.019

zbMATH Keywords

parallel applicationspseudo-random numbersnon-overlapping sequencestests for randomness

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Recommendations

• Good random number generators are (not so) easy to find
• scientific article; zbMATH DE number 1103064
• Publication:4860160
• Publication:3197183
• scientific article; zbMATH DE number 910854

Cites work

• scientific article; zbMATH DE number 3750146 (Why is no real title available?)
• A random number generator based on the combination of four LCGs
• Generating good pseudo-random numbers
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Mersenne twister
• On the accuracy of statistical procedures in Microsoft Excel 2003
• Thoughts on pseudorandom number generators
• Uniform random number generation

Cited in

(16)

• Microsoft Excel's `Not the Wichmann-Hill' random number generators
• Determining the height of energy barriers of the cyclohexene molecule using stochastic approximation
• Good random number generators are (not so) easy to find
• A procedure for generating high quality pseudo-random integer vectors
• scientific article; zbMATH DE number 2119690 (Why is no real title available?)
• Finding the best portable congruential random number generators
• On application of random number generator to the production of recharge pin code
• scientific article; zbMATH DE number 3881757 (Why is no real title available?)
• scientific article; zbMATH DE number 833679 (Why is no real title available?)
• Generating good pseudo-random numbers
• Generating and testing cryptographically secure random numbers
• Thoughts on pseudorandom number generators
• Efficient deterministic and non-deterministic pseudorandom number generation
• scientific article; zbMATH DE number 1728306 (Why is no real title available?)
• scientific article; zbMATH DE number 1834026 (Why is no real title available?)
• Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009

Describes a project that uses

Uses Software

• MRG32k3a
• AS 183
• Diehard
• TestU01
• Excel
• MersenneTwister
• SPARK

This page was built for publication: Generating good pseudo-random numbers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1010514)