Searching for good two-term fifth-order multiple recursive random number generators

Hui-Chin Tang (), Kuang-Hang Hsieh and C. Wang

Central European Journal of Operations Research, 2012, vol. 20, issue 4, 735-741

Abstract: An implementation of the spectral test for a full period two-term fifth-order multiple recursive generator with unrestricted multipliers is performed. Generators of this type with significantly better spectral values are presented. They are suitable for extensive and sophisticated large-scale simulation studies. Copyright Springer-Verlag 2012

Keywords: Random number; Multiple recursive generator; Spectral test; Heuristic (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10100-011-0200-0

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