Scrambling additive lagged-Fibonacci generators

DOI10.1515/MCMA-2022-2115MaRDI QIDQ2171925zbMATH OpenOpenAlexFDO

Authors Haifa Aldossari, Michael Mascagni

Publication date 12 September 2022

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2022-2115

zbMATH Keywords

lagged-Fibonacci generatorpseudorandom numbers

Mathematics Subject Classification ID

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

Recommendations

• Scrambled linear pseudorandom number generators
• Feistel-inspired scrambling improves the quality of linear congruential generators
• Lagged Fibonacci random number generators for distributed memory parallel computers
• An experimental exploration of Marsaglia's \texttt{xorshift} generators, scrambled
• Stochastic investigations of pseudo-random number generators

Cites work

• scientific article; zbMATH DE number 3724342 (Why is no real title available?)
• scientific article; zbMATH DE number 954401 (Why is no real title available?)
• A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator
• An experimental exploration of Marsaglia's \texttt{xorshift} generators, scrambled
• Common defects in initialization of pseudorandom number generators
• Feistel-inspired scrambling improves the quality of linear congruential generators
• Handbook of computational statistics. Concepts and methods.
• Improving a Poor Random Number Generator
• Scrambled linear pseudorandom number generators
• TestU01
• Uniform Random Number Generators

Cited in

(4)

• Feistel-inspired scrambling improves the quality of linear congruential generators
• When lagged Fibonacci generators jump
• Scrambled linear pseudorandom number generators
• Combining the solitaire encryption algorithm with lagged Fibonacci pseudorandom number generators

Describes a project that uses

Uses Software

• SPRNG
• TestU01
• Diehard
• XSadd

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