Twisted GFSR generators II

DOI10.1145/189443.189445MaRDI QIDQ4876037zbMATH OpenOpenAlexFDO

Authors Makoto Matsumoto, Yoshiharu Kurita

Publication date 12 November 1996

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/00015034, http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

\(k\)-distribution\(m\)-sequenceGFSR generatorstatistical testsTGFSR generator

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10) Shift register sequences and sequences over finite alphabets in information and communication theory (94A55)

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Cited in

(24)

• Maximally equidistributed pseudorandom number generators via linear output transformations
• Good random number generators are (not so) easy to find
• Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
• Uniform random number generation
• Random sampling from low-discrepancy sequences: applications to option pricing
• A brief and understandable guide to pseudo-random number generators and specific models for security
• A search for good pseudo-random number generators: survey and empirical studies
• On the \(\mathbb{F}_2\)-linear relations of Mersenne Twister pseudorandom number generators
• Polynomial pseudo-random number generator via cyclic phase
• Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations
• On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo
• Random packing of hyperspheres and Marsaglia's parking lot test
• A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space
• The k-Dimensional Distribution of Combined GFSR Sequences
• Twisted GFSR generators
• Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
• High dimensional simulation
• Gambling tests for pseudorandom number generators
• An efficient lattice reduction method for \(\mathbf F_2\)-linear pseudorandom number generators using Mulders and Storjohann algorithm
• Improved long-period generators based on linear recurrences modulo 2
• Tests of randomness by the gambler's ruin algorithm
• A heuristic procedure for solving the dynamic probabilistic project expediting problem
• Randomized quasi-Monte Carlo methods in pricing securities
• Resolution-stationary random number generators

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