64-bit and 128-bit DX random number generators

DOI10.1007/S00607-010-0097-9zbMATH Open1195.65004OpenAlexW2131023503MaRDI QIDQ5962002FDOQ5962002

Henry Horng-Shing Lu, Lih-Yuan Deng, Tai-Been Chen

Publication date: 16 September 2010

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-010-0097-9

zbMATH Keywords

equidistributionempirical testscombined generatorsMT19937linear congruential generator (LCG)multiple recursive generator (MRG)

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

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• Mersenne twister
• Improved long-period generators based on linear recurrences modulo 2
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• A search for good multiple recursive random number generators
• The 64-bit universal RNG.
• Coding the Lehmer pseudo-random number generator
• Toward a universal random number generator
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Generalized Feedback Shift Register Pseudorandom Number Algorithm
• Some Primes of the Form (a n - 1)/(a - 1)
• Efficient and portable multiple recursive generators of large order
• A system of high-dimensional, efficient, long-cycle and portable uniform random number generators
• Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences
• Tables of 64-bit Mersenne twisters
• Generation of Uniform Variates from Several Nearly Uniformly Distributed Variables
• Robust and reliable defect control for Runge-Kutta methods
• Combined Multiple Recursive Random Number Generators
• Average Case Error Estimates for the Strong Probable Prime Test
• Common defects in initialization of pseudorandom number generators
• Conversion of high-period random numbers to floating point
• A note on the quality of random variates generated by the ratio of uniforms method

Cited In (3)

• On the \(\mathbb{F}_2\)-linear relations of Mersenne Twister pseudorandom number generators
• Improving random number generators in the Monte Carlo simulations via twisting and combining
• The 64-bit universal RNG.

Uses Software

• MersenneTwister
• TestU01
• AS 183

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