Conversion of high-period random numbers to floating point

DOI10.1145/1189756.1189759MaRDI QIDQ3549152zbMATHOpenAlexFDO

Authors Jurgen A. Doornik

Publication date 21 December 2008

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1189756.1189759

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Numerical algorithms for computer arithmetic, etc. (65Y04)

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Cited in

(6)

• 64-bit and 128-bit DX random number generators
• Numerical evaluation of the Gauss hypergeometric function by power summations
• A PRNG specialized in double precision floating point numbers using an affine transition
• Drawing random floating-point numbers from an interval
• Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
• On the complexity of binary floating point pseudorandom generation

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