Toward a universal random number generator (Q583838)
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scientific article; zbMATH DE number 4133387
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Toward a universal random number generator |
scientific article; zbMATH DE number 4133387 |
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Toward a universal random number generator (English)
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1990
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This paper presents a ``universal'' random number generator that is able to produce the same sequence of random variables in a wide variety of computers and that passes some tests of randomness and independence. The generator combines two different generators: a lagged-Fibonacci generator F(97,33.\(\cdot)\) and a simple arithmetic sequence for the prime modulus \(2^{24}-3\). Results of a randomness test are presented and a Fortran implementation of the generator is suggested.
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universal random number generator
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independence test
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lagged-Fibonacci generator
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arithmetic sequence
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randomness test
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Fortran implementation
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0.87987220287323
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0.8791990876197815
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0.8733913898468018
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0.8661893010139465
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0.8621193766593933
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