An exhaustive analysis of prime modulus multiplicative congruential random number generators with modulus smaller than 215

DOI10.1080/00949659608811717zbMATH Open0884.65004OpenAlexW1972464662MaRDI QIDQ4355589FDOQ4355589

Authors:

Publication date: 14 April 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659608811717

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zbMATH Keywords

spectral testprime modulusmultiplicative congruential random number generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

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• An Introduction to the Geometry of Numbers
• A More Portable Fortran Random Number Generator
• RANDOM NUMBERS FALL MAINLY IN THE PLANES
• Implementing a random number package with splitting facilities
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
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• Fourier Analysis of Uniform Random Number Generators
• Uniform Random Number Generators
• A Random-number Generator for Microcomputers
• Implementation of fortran random number generators on computers with one's complement arithmetic †

Cited In (8)

• Several extensively tested random number generators
• An analysis of linear congruential random number generators when multiplier restrictions exist
• Random number generators with long period and sound statistical properties
• Upper bounds in spectral test for multiple recursive random number generators with missing terms
• Distribution of lattice points
• A statistical analysis of the screening measure of multiple recursive random number generators of orders one and two
• Multiplicative Congruential Random Number Generators with Modulus 2 β : An Exhaustive Analysis for β = 32 and a Partial Analysis for β = 48
• A study of 128-bit multipliers for congruential pseudorandom number generators

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