Relative merits of random number generators: Indirect approach

DOI10.1016/J.NA.2004.09.007zbMATH Open1224.65006OpenAlexW2092250645MaRDI QIDQ1000076FDOQ1000076

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

Recommendations

• A comparative study of some pseudorandom number generators
• Good random number generators are (not so) easy to find
• A comparative computational study of random number generators
• Ranking of the Best Random Number Generators via Entropy-Uniformity Theory
• Uniform random number generation

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Pseudorandom Number Generation by Nonlinear Methods
• Multiplicative, congruential random-number generators with multiplier ± 2 ^{k 1} ± 2 ^{k 2} and modulus 2 ^p - 1
• Regularities in congruential random number generators
• Uniform Random Number Generators
• Combined generators with components from different families
• Mixed Congruential Random Number Generators for Decimal Machines

Cited In (2)

• Comparison of random number generators via Fourier transform
• Random sequences in vehicle routing problem

Uses Software

• UNU.RAN
• NIST Statistical Test Suite

This page was built for publication: Relative merits of random number generators: Indirect approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1000076)