ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
This paper presents a new family of pseudo-random number generators called the ACORN (additive congruential random number) generators. The kth order ACORN generator \(X^ k_ j\) is defined recursively from a seed \(X^ 0_ 0\) \((0<X^ 0_ 0<1)\) and a set of k initial values \(X^ m_ 0\), \((m=1,...,k)\) each satisfying \(0\leq X^ m_ 0<1\) by \(X^ 0_ n=X^ 0_{n-1}\), (n\(\geq 1)\), \(X^ m_ n=(X_ n^{m- 1}+X^ m_{n-1})_{mod M}\), (n\(\geq 1\), \(m=1,...,k)\), and is distributed uniformly in the interval [0,M). Theorems on the period length for the ACORN generators are derived. Some empirical tests of randomness indicate that the performance of the ACORN generators for \(k\geq 5\) is superior to the Chebyshev generators, while being compatible to the multiplicative congruential generators. The execution time on IBM PC-XT for the ACORN generators is considerably faster than for the linear congruential ones, while the period lengths are longer even for relatively small k. It is concluded that the ACORN generator is of particular values in applications when both period length and execution times become significant factors.
- The additive congruential random number generator -- a special case of a multiple recursive generator
- Analysis and synthesis of Ultra-uniform Pseudorandom Number Generators
- Theoretical and empirical convergence results for additive congruential random number generators
- An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
- Uniform random number generation
- A Modified Congruence Method of Generating Pseudo-random Numbers
- A New Pseudo-Random Number Generator
- A Retrospective and Prospective Survey of the Monte Carlo Method
- scientific article; zbMATH DE number 3750146 (Why is no real title available?)
- scientific article; zbMATH DE number 3070755 (Why is no real title available?)
- Random Number Generators
- Random Numbers Generated by Linear Recurrence Modulo Two
- The simulation of random processes on digital computers with Chebyshev mixing transformations
- The simulation of random processes on digital computers: Unavoidable order
- The use of Chebyshev mixing to generate pseudo-random numbers
- Shadowing and iterative interpolation for Čebyšev mixing transformations
- Nonparametric tail estimation using a double bootstrap method.
- Quasi-random initial population for genetic algorithms
- Multivariate geostatistical grid-free simulation of natural phenomena
- Thermal shallow water models of geostrophic turbulence in Jovian atmospheres
- The centro-invertible matrix: a new type of matrix arising in pseudo-random number generation
- Theoretical and empirical convergence results for additive congruential random number generators
- On initial populations of a genetic algorithm for continuous optimization problems
- The ACR method for generating normal random variables
- The additive congruential random number generator -- a special case of a multiple recursive generator
This page was built for publication: ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1123528)
