Resolution-stationary random number generators

DOI10.1016/J.MATCOM.2007.09.014MaRDI QIDQ974243zbMATH OpenOpenAlexFDO

Authors François Panneton, Pierre L'Ecuyer

Publication date 27 May 2010

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2007.09.014

zbMATH Keywords

linear recurrence modulo 2numerical examplesquasi-Monte Carlo methodrandom number generationresolution-stationary generatorsTausworthe generatoruniformity

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10)

Recommendations

• A UNIFIED VIEW OF LONG-PERIOD RANDOM NUMBER GENERATORS
• Improved long-period generators based on linear recurrences modulo 2
• Stochastic investigations of pseudo-random number generators
• Combined generators with components from different families
• Efficient and portable combined Tausworthe random number generators

Cites work

• An Asymptotically Random Tausworthe Sequence
• An equivalence relation between Tausworthe and GFSR sequences and applications
• Efficient and portable combined Tausworthe random number generators
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 2051228 (Why is no real title available?)
• scientific article; zbMATH DE number 781100 (Why is no real title available?)
• scientific article; zbMATH DE number 5049863 (Why is no real title available?)
• Improved long-period generators based on linear recurrences modulo 2
• Maximally equidistributed combined Tausworthe generators
• Mersenne twister
• On the xorshift random number generators
• Random Numbers Generated by Linear Recurrence Modulo Two
• Tables of maximally equidistributed combined LFSR generators
• TestU01
• The k -distribution of generalized feedback shift register pseudorandom numbers
• Twisted GFSR generators II
• Uniform random number generation

Cited in

(3)

• Improving the statistical quality of random number generators by applying a simple ratio transformation
• Separation of random number generation and resolvability
• Monte Carlo computation of the Laplace transform of exponential Brownian functionals

Describes a project that uses

Uses Software

• TestU01
• MersenneTwister

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