Combined generators with components from different families

L’Ecuyer, Pierre and Jacinthe Granger-Piché

Mathematics and Computers in Simulation (MATCOM), 2003, vol. 62, issue 3, 395-404

Abstract: Most random number generators used in practice are based on linear recurrences, with linear output transformations. This gives long periods, fast implementations, and structures that are easy to analyze. But the points produced by these generators have very regular structures. Nonlinear generators can have less regular structures, but they are generally slower and much harder to analyze when their period is long.

Keywords: Random numbers; Uniformity; Combined generators; Statistical tests (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:62:y:2003:i:3:p:395-404

DOI: 10.1016/S0378-4754(02)00234-3

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