Combined Multiple Recursive Random Number Generators

We analyze the random number generators obtained by combining two or more multiple recursive generators. We study the lattice structure of such combined generators and argue that combination is a good way of obtaining robust generators, based on a recurrence with many nonzero coefficients, and which...

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Bibliographic Details
Published in:Operations research 1996-09, Vol.44 (5), p.816-822
Main Author: L'Ecuyer, Pierre
Format: Article
Language:English
Subjects:
Algorithms
Applied sciences
combined generators
Computer science
control theory
systems
Computer simulation
Conceptual lattices
Exact sciences and technology
Generators
Hyperplanes
Integers
lattice structure
linear congruential
Manufacturing
Mathematical lattices
Mathematical vectors
Matrices
multiple recursive
Numbers
Operations research
Polynomials
random number generation
Random number sampling
Random numbers
Simulation
Software
Statistical tests
Statistics
Citations: Items that cite this one
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Description
Summary:We analyze the random number generators obtained by combining two or more multiple recursive generators. We study the lattice structure of such combined generators and argue that combination is a good way of obtaining robust generators, based on a recurrence with many nonzero coefficients, and which also possess a fast implementation.
ISSN:0030-364X
1526-5463
DOI:10.1287/opre.44.5.816