Combined Multiple Recursive Random Number Generators

Pierre L'Ecuyer
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Pierre L'Ecuyer: Université de Montréal, Montréal, Canada

Operations Research, 1996, vol. 44, issue 5, 816-822

Abstract: We analyze the random number generators obtained by combining two or more multiple recursive generators. We study the lattice structure of such combined generators and argue that combination is a good way of obtaining robust generators, based on a recurrence with many nonzero coefficients, and which also possess a fast implementation.

Keywords: simulation; random number generation; linear congruential; lattice structure; multiple recursive; combined generators (search for similar items in EconPapers)
Date: 1996
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