Moving permuted congruential generators beyond linear congruential generators

DOI10.1515/MCMA-2025-2017MaRDI QIDQ6885886zbMATH OpenFDO

Authors Christopher Draper, Michael Mascagni

Publication date 10 December 2025

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/MCMA-2025-2017

zbMATH Keywords

random number generationlinear congruential generatorsrandom number testingpermuted congruential generatorspost-generation scramblingrandom number software

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites work

• scientific article; zbMATH DE number 822320 (Why is no real title available?)
• A computational investigation of the optimal Halton sequence in QMC applications
• A search for good pseudo-random number generators: survey and empirical studies
• Feistel-inspired scrambling improves the quality of linear congruential generators
• Mersenne twister
• On scrambled Halton sequences
• On the optimal Halton sequence
• Scrambled Soboĺ sequences via permutation
• Scrambling additive lagged-Fibonacci generators
• Tables of linear congruential generators of different sizes and good lattice structure
• TestU01

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