Affiliation:
1. Univ. de Montréal, Montréal, P.Q., Canada
Abstract
Linear congruential random-number generators with Mersenne prime
modulus and multipliers of the form
a
= ±2
q
±
r
have been proposed recently. Their main advantage is the availability of a simple and fast implementation algorithm for such multipliers. This note generalizes this algorithm, points out statistical weaknesses of these multipliers when used in a straightforward manner, and suggests in what context they could be used safely.
Publisher
Association for Computing Machinery (ACM)
Subject
Applied Mathematics,Software
Reference10 articles.
1. Operational conditions for random number generation;COMPAGNER A.;Phys. Rev.,1995
2. Monte Carlo
3. KNUTH D. E. 1997. The Art of Computer Programming. Vol. 2 Seminumerical Algorithms. 3rd ed. Addison-Wesley Reading MA. KNUTH D. E. 1997. The Art of Computer Programming. Vol. 2 Seminumerical Algorithms. 3rd ed. Addison-Wesley Reading MA.
4. Combined multiple recursive random number generators;L'ECUYER P.;Oper. Res.,1996
Cited by
20 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献