A pseudo-random number generator for personal computers (Q1962991)

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scientific article; zbMATH DE number 1391529
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    A pseudo-random number generator for personal computers
    scientific article; zbMATH DE number 1391529

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      A pseudo-random number generator for personal computers (English)
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      20 January 2000
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      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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      pseudo-random number generator
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      Monte Carlo methods
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      initial value selection
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      parallel computation
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      randomness tests
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