Uniform random number generation

DOI10.1007/BF02136827zbMath0843.65004MaRDI QIDQ1805480

Pierre L'Ecuyer

Publication date: 15 August 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

discrepancysimulationspseudorandom number generatorsmultiple recursive generatorlong period

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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Uses Software

• ACARRYPC
• PSEUDORAN
• AS 183

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