A random number generator based on the combination of four LCGs

Pierre L'Ecuyer and Terry H. Andres

Mathematics and Computers in Simulation (MATCOM), 1997, vol. 44, issue 1, 99-107

Abstract: A portable package for uniform random number generation is proposed, based on a backbone generator with period length near 2121, which combines four linear congruential generators. The package provides for multiple (virtual) generators evolving in parallel. Each generator has many disjoint subsequences, and software tools are provided to reset the state of any generator to the beginning of its first, previous, or current subsequence. An implementations is given in the C language.

Keywords: Random number generation; Jump-ahead; Software package (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:44:y:1997:i:1:p:99-107

DOI: 10.1016/S0378-4754(97)00052-9

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