Relative merits of random number generators: Indirect approach

DOI10.1016/J.NA.2004.09.007MaRDI QIDQ1000076zbMATHOpenAlexFDO

Authors J. Martínez

Publication date 4 February 2009

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2004.09.007

zbMATH Keywords

computational complexityMonte Carlo methodprobabilistic algorithmpseudo-random number generatorsroot-mean-square error

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Complexity and performance of numerical algorithms (65Y20)

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Cites work

• scientific article; zbMATH DE number 3750146 (Why is no real title available?)
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Combined generators with components from different families
• Mixed Congruential Random Number Generators for Decimal Machines
• Multiplicative, congruential random-number generators with multiplier ± 2 ^{k 1} ± 2 ^{k 2} and modulus 2 ^p - 1
• Pseudorandom Number Generation by Nonlinear Methods
• Regularities in congruential random number generators
• Uniform Random Number Generators

Cited in

(4)

• A comparative computational study of random number generators
• Comparison of random number generators via Fourier transform
• A visual analysis method of randomness for classifying and ranking pseudo-random number generators
• Random sequences in vehicle routing problem

Describes a project that uses

Uses Software

• UNU.RAN
• NIST Statistical Test Suite

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