Title :
Recent advances in uniform random number generation
Author :
L´Ecuyer, Pierre
Author_Institution :
Dept. d´´Inf. et de Recherche Oper., Montreal Univ., Que., Canada
Abstract :
This paper discusses certain classes of uniform random number generators which have been studied and better understood in the recent few years. Most of the attention is devoted to combined generators. We also mention others and point out some pitfalls. Combination is a good way to obtain fast and reliable generators, but the structural properties of the combined generator should be carefully examined before it could be recommended. Nonlinear generators offer some promise, but still require deeper investigation before specific instances can be safely recommended.
Keywords :
random number generation; structural properties; uniform random number generation; Automata; Availability; Computational modeling; Computer simulation; Fasteners; Physics computing; Power generation; Random number generation; State-space methods; Stochastic processes;
Conference_Titel :
Simulation Conference Proceedings, 1994. Winter
Print_ISBN :
0-7803-2109-X
DOI :
10.1109/WSC.1994.717114