Improving the statistical quality of random number generators by applying a simple ratio transformation

DOI10.1016/J.MATCOM.2018.10.002MaRDI QIDQ1997372zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 2 March 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.07318

zbMATH Keywords

random number generationcombination of random generatorsempirical testing of random generatorsratio of uniform random variables

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probabilistic methods, stochastic differential equations (65Cxx)

Recommendations

• A note on the quality of random variates generated by the ratio of uniforms method
• On the improvement in random number generators by using a modulo 1 sum
• Stochastic investigations of pseudo-random number generators
• scientific article; zbMATH DE number 1286145
• Resolution-stationary random number generators

Cites work

• scientific article; zbMATH DE number 1052006 (Why is no real title available?)
• scientific article; zbMATH DE number 830356 (Why is no real title available?)
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Handbook of computational statistics. Concepts and methods.
• Mersenne twister
• Random numbers for parallel computers: requirements and methods, with emphasis on gpus
• TestU01
• Uniform Random Rational Number Generation

Cited in

(1)

• scientific article; zbMATH DE number 1286145 (Why is no real title available?)

Describes a project that uses

Uses Software

• MRG32k3a
• RngSteam
• MersenneTwister

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