Fast random number generators based on linear recurrences modulo 2: overview and comparison

Random number generators based on linear recurrences modulo 2 are among the fastest long-period generators currently available. The uniformity and independence of the points they produce, over their entire period length, can be measured by theoretical figures of merit that are easy to compute, and t...

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Bibliographic Details
Main Authors: L'Ecuyer, P., Panneton, F.
Format: Conference Proceeding
Language:English
Subjects:
Digital arithmetic
Galois fields
Lattices
Length measurement
Linear feedback shift registers
Polynomials
Random number generation
Reliability theory
Shift registers
Testing
Online Access:Request full text
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Summary:Random number generators based on linear recurrences modulo 2 are among the fastest long-period generators currently available. The uniformity and independence of the points they produce, over their entire period length, can be measured by theoretical figures of merit that are easy to compute, and those having good values for these figures of merit are statistically reliable in general. Some of these generators can also provide disjoint streams and substreams efficiently. In this paper, we review the most interesting construction methods for these generators, examine their theoretical and empirical properties, and make comparisons.
ISSN:0891-7736
1558-4305
DOI:10.1109/WSC.2005.1574244