Multiplicative, congruential random-number generators with multiplier ± 2 k 1 ± 2 k 2

DOI10.1145/264029.264056MaRDI QIDQ4375504zbMATH OpenOpenAlexFDO

Authors Pei-Chi Wu

Publication date 8 February 1998

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1997-23/

zbMATH Keywords

cycle lengthempirical testsfrequency testmaximum-of-\(t\) testmultiplicative, congruential random number generatorsrun testspectral tests

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

(25)

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• Random number generators with long period and sound statistical properties
• A method of systematic search for optimal multipliers in congruential random number generators
• A brief and understandable guide to pseudo-random number generators and specific models for security
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• Large-order multiple recursive generators with modulus \(2^{31}-1\)
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• A Statistical Evaluation of Multiplicative Congruential Random Number Generators with Modulus 2 31 - 1
• Multiplicative Congruential Random Number Generators with Modulus 2 β : An Exhaustive Analysis for β = 32 and a Partial Analysis for β = 48
• An exhaustive analysis of prime modulus multiplicative congruential random number generators with modulus smaller than 2¹⁵
• A portable random number generator well suited for the rejection method
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• A study of 64-bit multipliers for Lehmer pseudorandom number generators
• Parallel use of multiplicative congruential random number generators
• Improving random number generators in the Monte Carlo simulations via twisting and combining

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