Random Number Generators Based on Linear Recurrences in $$ \mathbb{F}_{2^w } $$

François Panneton () and Pierre L’Ecuyer ()
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François Panneton: Université de Montréal, Département d’informatique et de recherche opérationnelle

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2002, 2004, pp 367-377 from Springer

Abstract: Summary This paper explores new ways of constructing and implementing random number generators based on linear recurrences in a finite field with 2ω elements, for some integer w. Two types of constructions are examined. Concrete parameter sets are provided for generators with good equidistribution properties and whose speed is comparable to that of the fastest generators currently available. The implementations use precomputed tables to speed up computations in $$ \mathbb{F}_{2^w } $$ .

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-18743-8_23

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DOI: 10.1007/978-3-642-18743-8_23

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