Improving random number generators in the Monte Carlo simulations via twisting and combining

DOI10.1016/J.CPC.2007.10.002zbMATH Open1196.65028OpenAlexW2161780169MaRDI QIDQ710283FDOQ710283

Fengshan Bai, Rui Guo, Dennis K. J. Lin, Lih-Yuan Deng

Publication date: 18 October 2010

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2007.10.002

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zbMATH Keywords

LCGDX generatorhidden errorsLFGMRGRANLUXSWCtwisting and combining (TAC)wolff algorithm

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• TestU01
• A portable high-quality random number generator for lattice field theory simulations
• Random Numbers Generated by Linear Recurrence Modulo Two
• Generalized Feedback Shift Register Pseudorandom Number Algorithm
• A new class of random number generators
• A very fast shift-register sequence random number generator
• 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
• A random number generator for PC's
• Generation of Uniform Variates from Several Nearly Uniformly Distributed Variables
• Title not available (Why is that?)
• Multiplicative, congruential random-number generators with multiplier ± 2 ^{k 1} ± 2 ^{k 2} and modulus 2 ^p - 1
• Beware of linear congruential generators with multipliers of the form a = ±2 ^q ±2 ^r
• 64-bit and 128-bit DX random number generators

Cited In (7)

• How to improve a random number generator
• On the \(\mathbb{F}_2\)-linear relations of Mersenne Twister pseudorandom number generators
• Large-order multiple recursive generators with modulus \(2^{31}-1\)
• Efficient computer search of large-order multiple recursive pseudo-random number generators
• Random number generators for large-scale parallel Monte Carlo simulations on FPGA
• Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers
• On the optimality and stability of exponential twisting in Monte Carlo estimation

Uses Software

• RANLUX
• MersenneTwister
• AS 183

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