Generating good pseudo-random numbers

DOI10.1016/j.csda.2006.05.019zbMath1157.65308OpenAlexW2085557796MaRDI QIDQ1010514

I. D. Hill, B. A. Wichmann

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.05.019

zbMATH Keywords

pseudo-random numbersparallel applicationsnon-overlapping sequencestests for randomness

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Uses Software

• SPARK
• MersenneTwister
• Excel
• TestU01
• Diehard
• AS 183
• MRG32k3a

Cites Work

• Unnamed Item
• Thoughts on pseudorandom number generators
• On the accuracy of statistical procedures in Microsoft Excel 2003
• Generating good pseudo-random numbers
• A random number generator based on the combination of four LCGs
• Uniform random number generation
• Mersenne twister
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators