A new class of random number generators

DOI10.1214/AOAP/1177005878zbMATH Open0733.65005OpenAlexW2007153925WikidataQ62089346 ScholiaQ62089346MaRDI QIDQ809537FDOQ809537

Arif Zaman, George Marsaglia

Publication date: 1991

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005878

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zbMATH Keywords

numerical examplesMonte Carlo methodsrandom number generatorsadd with carry generatorlagged Fibonacci generatorsubtract-with-borrow generatorsvery long period sequences

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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