COMBINED MULTIPLE RECURSIVE RANDOM NUMBER GENERATORS

Authors
LECUYER P
Citation
P. Lecuyer, COMBINED MULTIPLE RECURSIVE RANDOM NUMBER GENERATORS, Operations research, 44(5), 1996, pp. 816-822
Citations number
22
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
Journal title
Operations research → ACNP
ISSN journal
0030364X
Volume
44
Issue
5
Year of publication
1996
Pages
816 - 822
Database
ISI
SICI code
0030-364X(1996)44:5<816:CMRRNG>2.0.ZU;2-M
Abstract
We analyze the random number generators obtained by combining two or m ore multiple recursive generators. We study the lattice structure of s uch combined generators and argue that combination is a good way of ob taining robust generators, based on a recurrence with many nonzero coe fficients, and which also possess a fast implementation.