A New Class of Random Number Generators

Citation
Marsaglia, George et Zaman, Arif, A New Class of Random Number Generators, Annals of applied probability , 1(3), 1991, pp. 462-480
ISSN journal
10505164
Volume
1
Issue
3
Year of publication
1991
Pages
462 - 480
Database
ACNP
SICI code
Abstract
We introduce a new class of generators of two types: add-with-carry and subtract-with-borrow. Related to lagged-Fibonacci generators, the new class has interesting underlying theory, astonishingly long periods and provable uniformity for full sequences. Among several that we mention, we recommend particularly promising ones that will generate a sequence of 21751 bits, or a sequence of 21376 32-bit integers, or a sequence of 2931 reals with 24-bit fractions--all using simple computer arithmetic (subtraction) and a few memory locations.