An n-Dimensional Uniform Random Number Generator Suitable for IBM-Compatible Microcomputers

James H. Macomber and Charles S. White
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James H. Macomber: School of Business Administration, University of Tennessee at Chattanooga, Chattanooga, Tennessee 37403
Charles S. White: School of Business Administration, University of Tennessee at Chattanooga, Chattanooga, Tennessee 37403

Interfaces, 1990, vol. 20, issue 3, 49-59

Abstract: The uniform random number generator is the basic building block used in computer-based Monte Carlo and simulation studies. Mixed congruential random number generators, such as those intrinsic to MS-DOS or PC-DOS BASIC, have a number of shortcomings that make them unsuitable in multidimensional studies. A random number generator that overcomes these shortcomings is the generalized feedback shift register generator, an algorithm well documented for mainframe use. It can be used in a microcomputer environment and implemented in BASIC.

Keywords: computers: microcomputers; simulation: random number generation (search for similar items in EconPapers)
Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:inm:orinte:v:20:y:1990:i:3:p:49-59

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