Comparison of random number generators via Fourier transform

DOI10.1515/MCMA-2013-0012MaRDI QIDQ2864772zbMATH OpenOpenAlexFDO

Authors Junichi Imai

Publication date 26 November 2013

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

Full work available at URL https://doi.org/10.1515/mcma-2013-0012

zbMATH Keywords

numerical experimentsrandom number generationMonte Carlo methodfast Fourier transforminfinitely divisible distribution

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Numerical methods for discrete and fast Fourier transforms (65T50)

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