Orbits and lattices for linear random number generators with composite moduli

DOI10.1090/S0025-5718-96-00673-4zbMath0851.65005OpenAlexW1993217395MaRDI QIDQ4878541

Pierre L'Ecuyer, Raymond Couture

Publication date: 14 May 1996

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-96-00673-4

zbMATH Keywords

random number generatorsspectral testlattice structurecombined generatorsmultiple recursive linear congruential generators

Mathematics Subject Classification ID

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

Related Items

Lower bounds in spectral tests for vectors of nonsuccessive values produced by multiple recursive generator with some zero multipliers ⋮ Four Canadian Contributions to Stochastic Modeling ⋮ Spectral Analysis of the MIXMAX Random Number Generators

Uses Software

• PSEUDORAN
• AS 183

Cites Work

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• Toward a universal random number generator
• A review of pseudorandom number generators
• Improved Methods for Calculating Vectors of Short Length in a Lattice, Including a Complexity Analysis
• Structural Properties for Two Classes of Combined Random Number Generators
• On the Lattice Structure of Certain Linear Congruential Sequences Related to AWC/SWB Generators
• An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• A search for good multiple recursive random number generators