Systematic searches for good multiple recursive random number generators

DOI10.1016/S0305-0548(97)00017-8zbMath0896.65001OpenAlexW2029961816MaRDI QIDQ1366700

Chiang Kao, Huey-Chin Tang

Publication date: 6 October 1998

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(97)00017-8

zbMATH Keywords

computational efficiencyrandom number generationmultiple recursive generatorsapproximate factoringprime modulus multiplicative congruential generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (11)

Lower bounds in spectral tests for vectors of nonsuccessive values produced by multiple recursive generator with some zero multipliers ⋮ A statistical analysis of the screening measure of multiple recursive random number generators of orders one and two ⋮ A revised forward and backward heuristic for two-term multiple recursive random number generators ⋮ Simulated division with approximate factoring for the multiple recursive generator with both unrestricted multiplier and non-Mersenne prime modulus ⋮ A new heuristic for second-order multiple recursive random number generator ⋮ The revised recursive reduction for efficiently generating random numbers ⋮ Effective and efficient restriction on producing the multipliers for the multiple recursive random number generator ⋮ An exhaustive analysis of two-term multiple recursive random number generators with efficient multipliers ⋮ Theoretical analyses of forward and backward heuristics of multiple recursive random number generators ⋮ Searching for good two-term multiple recursive random number generators using a backpropagation algorithm ⋮ Combined random number generator via the generalized Chinese remainder theorem

Uses Software

• PSEUDORAN
• AS 183
• RANTAUMAR2
• UNIRAN

Cites Work

• Unnamed Item
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• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• Multiplicative Congruential Random Number Generators with Modulus 2 β : An Exhaustive Analysis for β = 32 and a Partial Analysis for β = 48
• Implementing a random number package with splitting facilities
• A search for good multiple recursive random number generators
• Fourier Analysis of Uniform Random Number Generators
• RANDOM NUMBERS FALL MAINLY IN THE PLANES

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