Portable random number generators.
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Publication:1853217
DOI10.1016/S0165-1889(01)00065-3zbMath1041.68013MaRDI QIDQ1853217
K. B. Williams, Gerald P. Dwyer
Publication date: 21 January 2003
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
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- A new class of random number generators
- Accuracy in Random Number Generation
- Structural Properties for Two Classes of Combined Random Number Generators
- A More Portable Fortran Random Number Generator
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- Tables of linear congruential generators of different sizes and good lattice structure
- Combined Multiple Recursive Random Number Generators
- Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences
- Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators