Conversion of high-period random numbers to floating point

DOI10.1145/1189756.1189759zbMATH Open1281.65004OpenAlexW2133079479MaRDI QIDQ3549152FDOQ3549152

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

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Mathematics Subject Classification ID

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

Cited In (5)

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

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