Portable random number generators.

DOI10.1016/S0165-1889(01)00065-3MaRDI QIDQ1853217zbMATH OpenFDO

Authors Gerald P. Dwyer, K. B. Williams

Publication date 21 January 2003

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/100782

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Theory of programming languages (68N15)

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Cites work

• A More Portable Fortran Random Number Generator
• A new class of random number generators
• Accuracy in Random Number Generation
• Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences
• Combined Multiple Recursive Random Number Generators
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
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• scientific article; zbMATH DE number 1052006 (Why is no real title available?)
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• scientific article; zbMATH DE number 274379 (Why is no real title available?)
• Monte Carlo statistical methods
• Random number generation and Monte Carlo methods
• Random number generators: Selection criteria and testing
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Structural Properties for Two Classes of Combined Random Number Generators
• Tables of linear congruential generators of different sizes and good lattice structure

Cited in

(23)

• A method for vectorized random number generators
• Some comments on computer implementation of random number generators
• Acceleration of RANLUX
• A portable high-quality random number generator for lattice field theory simulations
• RANLUX: A Fortran implementation of the high-quality pseudorandom number generator of Lüscher
• A random number generator based on the combination of four LCGs
• The 64-bit universal RNG.
• RNGSSELIB: program library for random number generation, SSE2 realization
• Rounding errors in random number generators
• Theoretical analyses of forward and backward heuristics of multiple recursive random number generators
• Searching for compact algorithms: \texttt{CGEN}
• scientific article; zbMATH DE number 4016013 (Why is no real title available?)
• Validity of random numbers generated by functions in various program languages
• Conversion of high-period random numbers to floating point
• A portable random number generator well suited for the rejection method
• Efficient and portable combined Tausworthe random number generators
• A Sampler of Randomness
• Random number generators go public
• A hybrid random number generator (HRNG)
• Fast Random Number Generation Using 128-Bit Multimedia Extension Registers on Pentium Class Machines
• A multiplicative random number generator.
• Toward a universal random number generator
• A fast random number generator for stochastic simulations

Describes a project that uses

Uses Software

• LIMDEP
• MRG32k3a

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