Thoughts on pseudorandom number generators

DOI10.1016/0377-0427(90)90346-2zbMath0701.65006OpenAlexW2024835947MaRDI QIDQ914322

B. D. Ripley

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0377-0427(90)90346-2

zbMATH Keywords

initializationshufflingFORTRAN programgood random number generatorsMarsaglia generatorshift-register generators

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Random number generation in numerical analysis (65C10)

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Cites Work

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• Random number generation with the recursion \(X_ t=X_{t-3p}\oplus X_{t-3q}\)
• Iterative simulation methods
• Matrices and the structure of random number sequences
• Uses and abuses of statistical simulation
• The k -distribution of generalized feedback shift register pseudorandom numbers
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• Improving a Poor Random Number Generator
• A More Portable Fortran Random Number Generator
• Coding the Lehmer pseudo-random number generator

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