Thoughts on pseudorandom number generators
The author of this survey paper summarizes the basic requirements on ``good random number generators. He points out the necessity of the period greater than \(2^{50}\). Then he discusses the properties of seven commonly used congruential generators, the principles of (and problems of) shift-register generators, especially the initialization and the problem of shuffling. He does not mention the shuffling scheme when the members from the table are reintroduced into the generator. Timings for some computers (PC and workstations) and generators are given. The author concludes that ``for all but the most demanding problems the Marsaglia generator suffices. This statement is not, however, generally accepted. The paper contains the FORTRAN program that initializes and runs a shift-register generator with the period \(2^{521}-1\).
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- Analysis of the time series generated by a new high-dimensional discrete chaotic system
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- Random number generators with long period and sound statistical properties
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- Stochastic investigations of pseudo-random number generators
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- On the Use of Reducible Polynomials as Random Number Generators
- Tests based on sum-functions of spacings for uniform random numbers
- Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
- Common defects in initialization of pseudorandom number generators
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- Numerical optimization and quasiconvexity
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