Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Annals of Operations...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Annals of Operations Research
Article . 1994 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1994
Data sources: zbMATH Open
DBLP
Article . 1994
Data sources: DBLP
versions View all 3 versions
addClaim

Uniform random number generation

Authors: Pierre L'Ecuyer;

Uniform random number generation

Abstract

This article provides a survey of pseudorandom number generators (i.e., deterministic recursive formulas from \(\{1, 2,\dots,m\}\) to \(\{1, 2,\dots,m\}\) for a given large prime number \(m\)) that attempt to produce a sequence (here, \(k/m\)) which approximates a sequence of truly independent random variables uniformly distributed over the interval \([0, 1]\). Aside from necessary definitions and descriptions of most commonly used generators, the center of attention is paid to discussing criteria for a good generator such as: statistical properties (testing the generator versus known laws of probability), long period (in demand for massive simulations in physics and chemistry), speed and low memory requirement (to make the generator practical for currently available computers). A word of caution is given to an inexperienced user about a host of packages known to offer notoriously bad generators. The author tested 9 generators versus 10 standard tests (including the poker test, the runs-up test, the birthday spacing test) and recommends the multiple recursive generator (MRG): \(x_n= (a_1 x_{n- 1}+\cdots+ a_k x_{n- k})\text{ mod }m\) with \(m= 2^{31}- 1\), \(k= 5\), \(a_1= 107374182\), \(a_5= 104480\), \(a_2= a_3= a_4= 0\). An extensive bibliography makes this survey a good source for both novice and a specialist. It would be of interest to learn about good generators with long period \(m\) of order \(\sim 10^p\), \(p\geq 100\).

Related Organizations
Keywords

Pseudo-random numbers; Monte Carlo methods, discrepancy, pseudorandom number generators, long period, Random number generation in numerical analysis, simulations, multiple recursive generator

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    158
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 0.1%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Top 10%
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
158
Top 10%
Top 0.1%
Top 10%
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!