Theoretical and empirical convergence results for additive congruential random number generators

DOI10.1016/J.CAM.2009.10.015MaRDI QIDQ847181zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Roy S. Wikramaratna

Publication date 12 February 2010

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2009.10.015

zbMATH Keywords

convergencealgorithmimplementationtheoretical analysispseudo-random number generatorwell-distributed sequencesempirical testadditive congruential random number (ACORN) generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45)

Recommendations

• The additive congruential random number generator -- a special case of a multiple recursive generator
• Analysis and synthesis of Ultra-uniform Pseudorandom Number Generators
• ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
• A Statistical Evaluation of Multiplicative Congruential Random Number Generators with Modulus 2 31 - 1
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$

Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 1033192 (Why is no real title available?)
• scientific article; zbMATH DE number 1942835 (Why is no real title available?)
• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• A Retrospective and Prospective Survey of the Monte Carlo Method
• ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
• Deterministic Simulation of Random Processes
• Mersenne twister
• TestU01
• The additive congruential random number generator -- a special case of a multiple recursive generator
• Zur formalen Theorie der Gleichverteilung in kompakten Gruppen
• ‘ALMOST CONVERGENCE’ AND UNIFORMLY DISTRIBUTED SEQUENCES

Cited in

(5)

• Multivariate geostatistical grid-free simulation of natural phenomena
• ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
• On the improvement in random number generators by using a modulo 1 sum
• The centro-invertible matrix: a new type of matrix arising in pseudo-random number generation
• The additive congruential random number generator -- a special case of a multiple recursive generator

Describes a project that uses

Uses Software

• NAG
• MersenneTwister
• nag
• TestU01
• Diehard

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