The 64-bit universal RNG

George Marsaglia and Wai Wan Tsang

Statistics & Probability Letters, 2004, vol. 66, issue 2, 183-187

Abstract: We describe a random number generator that produces uniform [0,1) variates directly, as 64-bit floating point numbers, without the customary floating of integers. Using only subtraction and tests on magnitude, the method is readily implemented and should, given the same seed values, produce exactly the same random numbers with most programming languages. The resulting numbers have a very long period ([approximate]2202 or 1061) and apparently excellent randomness--supported by extensive testing.

Keywords: Random; number; generators; Seeds; 64-bit; floating; point (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (2)

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