Efficient Multiply-With-Carry Random Number Generators With Optimal Distribution Properties (2003)
| Venue: | ACM Transactions on Modeling and Computer Simulation |
| Citations: | 6 - 0 self |
BibTeX
@ARTICLE{Goresky03efficientmultiply-with-carry,
author = {Mark Goresky and Andrew Klapper},
title = {Efficient Multiply-With-Carry Random Number Generators With Optimal Distribution Properties},
journal = {ACM Transactions on Modeling and Computer Simulation},
year = {2003},
volume = {13},
pages = {310--321}
}
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Abstract
Introduction 1.1. A pseudorox"q number gener ator (RNG) for high speed simulation and Monte CarS integrSqKx should have sever" pr" er"US : (1) it should haveenor""x perz d, (2) it should e hibitunifor distrqS""xI of d-tuples(for all d), (3) it should exhibit a good lattice str""Ezx in high dimensions, and (4) it should be e#ciently computable(prablexzF with a base b which is a power of 2). Typically the RNG is a member of a family ofsimilar generrxI withdi#erq tparU"xIEU and one hopes that parKq"qxI and seeds may be easily chosen so as toguarF tee pr" er"E" (1), (2), (3) and (4). Ther is no known family of RNG with all four pr" er"KS (see,for example, [M1]). 1.2. In [MZ], Mar aglia and Zaman showed that their add-with-carc (AWC) gener ator satisfy condition (1). By giving up on (4) and using an appr"FxIE" base b, they achieve good distrxSKEKx pr" er"Kq of d-tuplesfor values d wh
