The Generation of Multiple Independent Sequences of Pseudorandom Numbers

N. M. MacLaren

Journal of the Royal Statistical Society Series C, 1989, vol. 38, issue 2, 351-359

Abstract: The use of multiple Wichmann‐Hill generators with coprime moduli is shown to given an efficient algorithm, with a proven degree of independence between sequences. The validation of large numbers of such generators is shown to be feasible on current computers, as is the store needed for the composite generator.

Date: 1989
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