Mersenne twister
DOI10.1145/272991.272995zbMATH Open0917.65005OpenAlexW2095595785WikidataQ55871551 ScholiaQ55871551MaRDI QIDQ4228541FDOQ4228541
Authors: Makoto Matsumoto, Takuji Nishimura
Publication date: 5 August 1999
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://ir.lib.hiroshima-u.ac.jp/files/public/1/15032/20141016122634147579/ACMTraModel_8_3.pdf
Recommendations
- SIMD-oriented fast Mersenne twister: a 128-bit pseudorandom number generator
- Tables of 64-bit Mersenne twisters
- Implementing 64-bit Maximally Equidistributed F 2 -Linear Generators with Mersenne Prime Period
- Toward a universal random number generator
- Maximally equidistributed pseudorandom number generators via linear output transformations
- A new class of pseudo-random sequences from Mersenne numbers
- On the \(\mathbb{F}_2\)-linear relations of Mersenne Twister pseudorandom number generators
- On a multiplicative generator of pseudorandom numbers
computational complexityalgorithmrandom number generationMersenne primesfinite fieldsstatistical testsprimitive polynomialsMersenne twisterincomplete arraymultiple-recursive matrix method\(k\)-distributioninversive-decimation method
Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)
Cited In (only showing first 100 items - show all)
- On the comparison of initialisation strategies in differential evolution for large scale optimisation
- Carnap's relevance measure as a probabilistic measure of coherence
- Air pollution modelling using a graphics processing unit with CUDA
- Multi-depot vessel routing problem in a direction dependent wavefield
- Simulations of chemotaxis and random motility in 2D random porous domains
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
- A distributed-memory package for dense hierarchically semi-separable matrix computations using randomization
- An efficient method of parameter and quantile estimation for the three-parameter Weibull distribution based on statistics invariant to unknown location parameter
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations
- Performance potential for simulating spin models on GPU
- Molecular dynamics beyonds the limits: Massive scaling on 72 racks of a BlueGene/P and supercooled glass dynamics of a 1 billion particles system
- Parameter and quantile estimation for the three-parameter gamma distribution based on statistics invariant to unknown location
- Pseudorandom number generators based on random covers for finite groups
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- Uncertainty treatment in forced response calculation of mistuned bladed disk
- Re-seeding invalidates tests of random number generators
- A dynamic mesh refinement technique for lattice Boltzmann simulations on octree-like grids
- 64-bit and 128-bit DX random number generators
- Parallelizing the cellular Potts model on graphics processing units
- Rare event simulation for multiscale diffusions in random environments
- Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective
- Tests of randomness by the gambler's ruin algorithm
- Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion
- A Metropolis algorithm combined with Hooke-Jeeves local search method applied to global optimization
- The LisbOn KInetics Monte Carlo solver
- A new nonrecursive pseudorandom number generator based on chaos mappings
- Phase transitions of an intrinsic curvature model on dynamically triangulated spherical surfaces with point boundaries
- An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems
- On the use of second-order derivatives and metamodel-based Monte Carlo method for uncertainty estimation in aerodynamics
- A consistent method of estimation for the three-parameter Weibull distribution
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations
- Space-irrelevant scaling law for fish school sizes
- Simulated division with approximate factoring for the multiple recursive generator with both unrestricted multiplier and non-Mersenne prime modulus
- Monte Carlo algorithms for evaluating Sobol' sensitivity indices
- Random number generators for large-scale parallel Monte Carlo simulations on FPGA
- Randomized goodness of fit tests
- A maximum entropy modelling of the rain drop size distribution
- The reliability of statistical functions in four software packages freely used in numerical computation
- Theoretical and empirical convergence results for additive congruential random number generators
- Genetic drift on networks: ploidy and the time to fixation
- Automatic evaluations of cross-derivatives
- Edgeworth expansion of Wilks' lambda statistic
- Multi-country real business cycle models: accuracy tests and test bench
- Mesh-free error integration in arbitrary dimensions: a numerical study of discrepancy functions
- On the accuracy of statistical procedures in Microsoft Excel 2003
- A general framework for probabilistic measures of coherence
- A sharing-based fragile watermarking method for authentication and self-recovery of image tampering
- Generation of the Maxwellian inflow distribution
- On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations
- SLEIPNNIR: a multiscale, particle level set method for Newtonian and non-Newtonian interface flows
- An integer linear programming formulation and heuristics for the minmax relative regret robust shortest path problem
- Synchronized firing of FitzHugh–Nagumo neurons by noise
- Numerical performance of hyperplane constrained method and its hybrid method for singular value decomposition
- An efficient lattice reduction method for \(\mathbf F_2\)-linear pseudorandom number generators using Mulders and Storjohann algorithm
- An adaptive Monte Carlo integration algorithm with general division approach
- Maximally equidistributed pseudorandom number generators via linear output transformations
- Fast strong approximation Monte Carlo schemes for stochastic volatility models
- A preferred ground state for the scalar field in de Sitter space
- Comparison of descriptive statistics for multidimensional point sets
- Fast lattice reduction for \(\mathbb F_2\)-linear pseudorandom number generators
- KISS: a bit too simple
- A reduced order model for a stable embedded boundary parametrized Cahn-Hilliard phase-field system based on cut finite elements
- Overlapping batches for the assessment of solution quality in stochastic programs
- GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model
- Probing the quantum-classical boundary with compression software
- Site-bond percolation on simple cubic lattices: numerical simulation and analytical approach
- Solving the weighted capacitated planned maintenance problem and its variants
- Support points
- High-performance financial simulation using randomized quasi-Monte Carlo methods
- Improving the statistical quality of random number generators by applying a simple ratio transformation
- Checking the quality of approximation of \(p\)-values in statistical tests for random number generators by using a three-level test
- Conversion of mersenne twister to double-precision floating-point numbers
- Sum-discrepancy test on pseudorandom number generators
- An integer linear programming formulation for the minimum cardinality segmentation problem
- Solving the \((n^2-1)\)-puzzle with \(\frac{8}{3}n^3\) expected moves
- A quantum genetic algorithm with quantum crossover and mutation operations
- On the \(\mathbb{F}_2\)-linear relations of Mersenne Twister pseudorandom number generators
- Random packing of hyperspheres and Marsaglia's parking lot test
- An efficient exact approach for the constrained shortest path tour problem
- A new method for solving Kolmogorov equations in mathematical finance
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- A feature-aware SPH for isotropic unstructured mesh generation
- Study on upper limit of sample size for a two-level test in NIST SP800-22
- Stochastic model for the epitaxial growth of two-dimensional islands in the submonolayer regime
- Multi-level Monte Carlo finite volume method for shallow water equations with uncertain parameters applied to landslides-generated tsunamis
- Likelihood computation in the normal-gamma stochastic frontier model
- Implementing de-biased estimators using mixed sequences
- New pseudo-random number generator based on improved discrete-space chaotic map
- Interest guarantees and model risk in life insurance
- Smart sampling and incremental function learning for very large high dimensional data
- A modular extension for a computer algebra system
- Testing the topographical global initialization strategy in the framework of an unconstrained optimization method
- Isogeometric analysis and genetic algorithm for shape-adaptive composite marine propellers
- Fighting enemies and noise: competition of residents and invaders in a stochastically fluctuating environment
- Searching globally optimal parameter sequence for defeating Runge phenomenon by immunity genetic algorithm
- Search heuristics and the influence of non-perfect randomness: examining genetic algorithms and simulated annealing
- Principles of modeling the fluorescence spectral dynamics of dye molecules in solutions
- Multicopy plasmid stability: revisiting the dimer catastrophe
- Prolonged diapause: a trait increasing invasion speed?
- CAM stochastic volatility model for option pricing
This page was built for publication: Mersenne twister
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4228541)