Reverse multiple recursive random number generators

DOI10.1016/J.EJOR.2003.10.047MaRDI QIDQ2387225zbMATH OpenOpenAlexFDO

Authors Hui-Chin Tang

Publication date 2 September 2005

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2003.10.047

zbMATH Keywords

Multiple recursive generatorRandom numberSimulationSpectral test

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Recommendations

• Symmetry properties of multiple recursive random number generators in full period and spectral test
• A backward heuristic algorithm for two-term multiple recursive random number generators
• A new heuristic for second-order multiple recursive random number generator
• On goodness-of-fit tests for multiple recursive random number generators
• Equivalency in periodicity and spectral test for two associated multiple recursive random number generators

Cites work

• An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators
• scientific article; zbMATH DE number 607286 (Why is no real title available?)
• scientific article; zbMATH DE number 1178976 (Why is no real title available?)
• Symmetry properties of multiple recursive random number generators in full period and spectral test
• Tables of linear congruential generators of different sizes and good lattice structure

Cited in

(9)

• Several extensively tested multiple recursive random number generators
• An exhaustive analysis of two-term multiple recursive random number generators with double precision floating point restricted multipliers
• A backward heuristic algorithm for two-term multiple recursive random number generators
• Equivalency in periodicity and spectral test for two associated multiple recursive random number generators
• Spectral test of DX and DL multiple recursive random number generators
• 32-bit multipliers for linear congruential random number generators
• A revised forward and backward heuristic for two-term multiple recursive random number generators
• An analysis of linear congruential random number generators when multiplier restrictions exist
• On goodness-of-fit tests for multiple recursive random number generators

Describes a project that uses

Uses Software

• RngStreams
• RngSteam

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