Reverse multiple recursive random number generators

DOI10.1016/j.ejor.2003.10.047zbMath1146.65313OpenAlexW2095190046MaRDI QIDQ2387225

Huey-Chin Tang

Publication date: 2 September 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2003.10.047

zbMATH Keywords

SimulationMultiple recursive generatorRandom numberSpectral test

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items

Spectral test of DX and DL multiple recursive random number generators, An exhaustive analysis of two-term multiple recursive random number generators with double precision floating point restricted multipliers, Equivalency in periodicity and spectral test for two associated multiple recursive random number generators, 32-bit multipliers for linear congruential random number generators, A revised forward and backward heuristic for two-term multiple recursive random number generators, An analysis of linear congruential random number generators when multiplier restrictions exist, On goodness-of-fit tests for multiple recursive random number generators, A backward heuristic algorithm for two-term multiple recursive random number generators

Uses Software

• RngSteam
• RngStreams

Cites Work

• Symmetry properties of multiple recursive random number generators in full period and spectral test
• Tables of linear congruential generators of different sizes and good lattice structure
• An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators
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