A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator (Q1902657)

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A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator
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    A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator (English)
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    12 August 1996
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    The paper proposes a method how to effectively compute seeds assuring long periods of lagged Fibonacci random number generators (LFG). The method is based on operations on certain matrices. The method can be used if one wants to use a set of LFG working in parallel. In the second part of the paper the properties of the method are estimated using exponential sums. No results of formal statistical tests are presented. The paper does not mention some unpleasant properties of LFG discovered recently [see e.g. the survey of results collected by \textit{D. E. Knuth}, The art of computer programming. Vol. 2: Seminumerical algorithms. 2nd ed. (1981; Zbl 0477.65002)].
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    parallel computation
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    lagged Fibonacci random number generators
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    exponential sums
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