Journal ArticleDOI
A new inversive congruential pseudorandom number generator with power of two modulus
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TLDR
In the present paper a new inversive congruential generator with power of two modulus is introduced and periodicity and statistical independence properties of the generated sequences are analyzed.Abstract:
Pseudorandom numbers are important ingredients of stochastic simulations. Their quality is fundamental for the strength of the simulation outcome. The inversive congruential method for generating uniform pseudorandom numbers is a particularly attractive alternative to linear congruential generators, which show many undesirable regularities. In the present paper a new inversive congruential generator with power of two modulus is introduced. Periodicity and statistical independence properties of the generated sequences are analyzed. The results show that these inversive congruential generators perform very satisfactorily.read more
Citations
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Uniform random number generation
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Book ChapterDOI
New Developments in Uniform Pseudorandom Number and Vector Generation
TL;DR: A survey of recent and new developments in the areas of uniform pseudorandom number and uniform Pseudo-Pseudorandom vector generation is presented.
Journal ArticleDOI
Inversive congruential pseudorandom numbers : a tutorial
TL;DR: In this paper, the authors dealt exclusively with the problem of pseudorandom number generation in the interval [0, 1] and showed that for a large positive integer m and integers a, b, yo a linear congruential sequence (y, n),n-o of nonnegative integers less than m is defined by
Journal ArticleDOI
Statistical independence of a new class of inversive congruential pseudorandom numbers
TL;DR: A new class of inversive congruential generators is introduced and it is shown that they have excellent statistical independence properties and model true random numbers very closely.
References
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The Art of Computer Programming
TL;DR: The arrangement of this invention provides a strong vibration free hold-down mechanism while avoiding a large pressure drop to the flow of coolant fluid.
Journal ArticleDOI
Quasi-Monte Carlo methods and pseudo-random numbers
TL;DR: In this paper, the authors propose a method to solve the problem of the problem: this paper...,.. ].. ).. ]... )...
Journal ArticleDOI
A Review of Pseudorandom Number Generators
TL;DR: The conclusion is that pseudorandom number generators with the required properties are now available, but the generators actually used are often not good enough.