On the complexity of binary floating point pseudorandom generation

DOI10.1515/MCMA-2016-0105MaRDI QIDQ293511zbMATH OpenOpenAlexFDO

Authors Vladimir Nekrutkin

Publication date 9 June 2016

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

Full work available at URL https://doi.org/10.1515/mcma-2016-0105

zbMATH Keywords

binary floating point numberscomplexity of simulationpseudorandom generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

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Cites work

• A PRNG specialized in double precision floating point numbers using an affine transition
• scientific article; zbMATH DE number 3614066 (Why is no real title available?)
• Interval algorithm for random number generation
• Sharp entropy bounds for discrete statistical simulation

Cited in

(8)

• On the binary expansion of a random integer
• Conversion of mersenne twister to double-precision floating-point numbers
• scientific article; zbMATH DE number 1689047 (Why is no real title available?)
• A PRNG specialized in double precision floating point numbers using an affine transition
• Conversion of high-period random numbers to floating point
• Generating binary sequences for stochastic computing
• Stochastic computational methods and experiment design
• Binary decompositions of probability densities and random-bit simulation

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