Efficient and portable combined Tausworthe random number generators

DOI10.1145/116890.116892MaRDI QIDQ4876103zbMATH OpenOpenAlexFDO

Authors Shu Tezuka, Pierre L'Ecuyer

Publication date 29 August 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

performancealgorithmsstatistical testsspectral testTausworthe sequencesTausworthe random number generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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(20)

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• Toward real-time pricing of complex financial derivatives
• Combined random number generator via the generalized Chinese remainder theorem
• The revised recursive reduction for efficiently generating random numbers
• A comparative study of some pseudorandom number generators
• Population set-based global optimization algorithms: some modifications and numerical studies
• RVGEN: a tool for generation of random variates
• Effects of measurement errors in predictor selection of linear regression model
• Several extensively tested multiple recursive random number generators
• Topographical global optimization using pre-sampled points
• A random number generator based on the combination of four LCGs
• A direct search variant of the simulated annealing algorithm for optimization involving continuous variables
• An improved genetic algorithm for developing deterministic OTP key generator
• Uniform random number generation
• Geometric exponents, SLE and logarithmic minimal models
• Pseudorandom number generators for Salford FTN77
• A system of high-dimensional, efficient, long-cycle and portable uniform random number generators
• Resolution-stationary random number generators
• Geometric and statistical properties of pseudorandom number generators based on multiple recursive transformations

Describes a project that uses

Uses Software

• AS 183

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