On a pseudo-random number generator for personal computers

MaRDI QIDQ2738406zbMATH OpenFDO

Authors Yu. L. Levitan, Il'ya Sobol'

Publication date 13 December 2001

Published in Matematicheskoe Modelirovanie (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/mm/v2/i8/p119

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(6)

• Random and quasirandom sequences: Numerical estimates of uniformity of distribution
• On the crude multidimensional search
• A variance reducing multiplier for Monte Carlo integrations
• A pseudo-random number generator for personal computers
• On the 80th birthday of Il’ya Meierovich Sobol
• A stopping criterion for the iterative solution of an overdetermined system of linear algebraic equations

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