A search for good multiple recursive random number generators

DOI10.1145/169702.169698zbMath0842.65004OpenAlexW2015605031MaRDI QIDQ4876061

Raymond Couture, Pierre L'Ecuyer, François Blouin

Publication date: 24 July 1996

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

spectral testrandom number generationlattice structurefull periodmultiple recursive generatorslinear congruentialportable code

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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