An object-oriented random-number package with many long streams and substreams

Operations Research

Volumn 50, Issue 6, 2002, Pages

  L'Ecuyer, Pierre ^a   Simard, Richard ^a   Chen, E Jack ^b   Kelton, W David ^c  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b BASF CORPORATION   (United States)

^c UNIVERSITY OF CINCINNATI   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; COMPUTER SOFTWARE; JAVA PROGRAMMING LANGUAGE; RECURSIVE FUNCTIONS; USER INTERFACES;

RANDOM NUMBER GENERATION;

C (PROGRAMMING LANGUAGE);

EID: 0036877268     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.50.6.1073.358     Document Type: Article

References (10)

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3. L'Ecuyer, P. 1990. Random numbers for simulation. Comm. ACM 33(10) 85-97.
4. _. 1999a. Good parameters and implementations for combined multiple recursive random number generators. Oper. Res. 47(1) 159-164.
5. _. 1999b. Tables of maximally equidistributed combined LFSR generators. Math. Comput. 68(225) 261-269.
6. _, T. H. Andres. 1997. A random number generator based on the combination of four LCGs. Math. Comput. Simulation 44 99-107.
7. _, S. Côté. 1991. Implementing a random number package with splitting facilities. ACM Trans. Math. Software 17(1) 98-111.
8. _, R. Simard. 2001. On the performance of birthday spacings tests for certain families of random number generators. Math. Comput. Simulation 55(1-3) 131-137.
9. Mascagni, M., A. Srinivasan. 2000. Algorithm 806: SPRNG: A scalable library for pseudorandom number generation. ACM Trans. Math. Software 26 436-461.
10. Matsumoto, M., T. Nishimura. 1998. Mersenne twister: A 623-dimensionally equidistributed uniform pseudo-random number generator. ACM Trans. Modeling Comput. Simulation 8(1) 3-30.