19
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

The revised recursive reduction for efficiently generating random numbers

Pages 181-187 | Received 11 Apr 2000, Published online: 19 Mar 2007

References

  • Bratley , P. , Fox , B.L. and Schrage , L.E. 1987 . A Guide to Simulation , 2 , New York : Springer-Verlag .
  • Fushimi , M. and Tezuka , S. 1983 . The k-distribution of generalized feedback shift register pseudorandom numbers . Commun. of the ACM , 26 : 519 – 523 .
  • Knuth , D.E. 1997 . The art of computer programming, Semi-numerical Algorithms , 3rd Edition , Vol. 2 , Reading, MA : Addison-Wesley .
  • L'Ecuyer , P. 1996 . Combined multiple recursive random number generators . Oper. Res. , 44 : 816 – 822 .
  • L'Ecuyer , P. 1999 . Good parameters and implementations for combined multiple recursive random number generators . Oper. Res. , 47 : 159 – 164 .
  • Marsaglia , G. and Zaman , A. 1991 . A new class of random number generators . The Annals of Applied Probability , 1 : 462 – 480 .
  • Matsumoto , M. and Kurita , Y. 1992 . Twisted GFSR generators . ACM Trans. Modeling and Computer Simu. , 2 : 179 – 194 .
  • Niederreiter , H. 1992 . Random number generation and quasi-Monte Carlo methods . SIAM CBMS-NSF Regional Conference Series in Applied Mathematics . 1992 . Vol. 63 , Philadelphia : SIAM .
  • Tezuka , S. and L'Ecuyer , P. 1991 . Efficient and portable combined Tausworthe random number generators . ACM Trans. Modeling and Computer Simu. , 1 : 99 – 112 .
  • Tezuka , S. 1994 . A unified of long-period random number generators . J. Oper. Res. Soc. Jpn. , 37 : 211 – 227 .
  • Kao , C. and Tang , H.-C. 1997 . Systematic searches for good multiple recursive random number generators . Computers Ops. Res. , 24 : 899 – 905 .
  • Kao , C. and Tang , H.-C. 1998 . Several extensively tested multiple recursive random number generators . Computers Math. Applic. , 36 : 129 – 136 .
  • L'Ecuyer , P. , Blouin , F. and Couture , R. 1993 . A search for good multiple recursive random number generators . ACM Trans. Modeling and Computer Simu. , 3 : 87 – 98 .
  • L'Ecuyer , P. and Couture , R. 1997 . An implementation of the lattice and spectral tests for multiple recursive linear random number generators . INFORMS J. Computing , 9 : 206 – 217 .
  • Kao , C. and Tang , H.-C. 1995 . Symmetry property of multiplicative congruential random number generator in chi-square test . Inter. J. Computer Math. , 55 : 113 – 118 .
  • Fishman , G.S. 1996 . Monte Carlo: Concepts, algorithms, and applications, Springer Series in Operations Research , New York : Springer-Verlag .
  • L'Ecuyer , P. 1999 . Tables of linear congruential generators of different sizes and good lattice structure . Math. Comp. , 68 : 249 – 260 .
  • Gentle , J.E. 1990 . Computer implementation of random number generators . J. Comput. Appl. Math. , 31 : 119 – 125 .
  • Kao , C. 1994 . Decomposition with simulated division for efficiently generating random Numbers . Computers Ops. Res , 21 : 1089 – 1093 .
  • L'Ecuyer , P. and CôTé , S. 1991 . Implementing a random number package with splitting Facilities . ACM Trans. on Math. Software , 17 : 98 – 111 .
  • Marse , K. and Roberts , S.D. 1983 . Implementing a portable FORTRAN uniform (0,1) Generator . Simulation , 41 : 135 – 139 .
  • Park , S.K. and Miller , K.W. 1988 . Random number generators: Good ones are hard to Find . Commun, of the ACM , 31 : 1192 – 1201 .
  • Payne , W.H. , Rabung , T.R. and Bogyo , T.P. 1969 . Coding the Lehmer pseudo-random number generator . Commun, of the ACM , 12 : 85 – 86 .
  • Sezgin , F. 1988 . A method of obtaining portable random number generators , 41 – 42 . Denmark : Short Communications and Posters . COMPSTAT88
  • Sezgin , F. 1992 . Some comments on computer implementation of random number Generators . J. Comput. Appl. Math , 39 : 383 – 386 .
  • Tang , H.C. 1992 . Implementing a multiple recursive generator with Mersenne prime modulus . Inter. J. Computer Math. , 39 to appear
  • Tang , H.C. 1992 . Effective and efficient restriction on producing the multipliers for the multiple recursive random number generator , 39 Working paper

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.