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Volumn , Issue , 2011, Pages 231-246

Parallelization techniques for random number generators

Author keywords

[No Author keywords available]

Indexed keywords

INTELLIGENT SYSTEMS; MONTE CARLO METHODS; NUMBER THEORY;

EID: 84875452684     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-0-12-384988-5.00016-4     Document Type: Chapter
Times cited : (28)

References (12)
  • 2
    • 0023979638 scopus 로고
    • Algorithm 659: implementing Sobol's quasirandom sequence generator
    • Bratley P., Fox B. Algorithm 659: implementing Sobol's quasirandom sequence generator. ACM Trans. Model. Comput. Simul. 1988, 14(1):88-100.
    • (1988) ACM Trans. Model. Comput. Simul. , vol.14 , Issue.1 , pp. 88-100
    • Bratley, P.1    Fox, B.2
  • 3
  • 4
    • 0000181327 scopus 로고    scopus 로고
    • Good parameter sets for combined multiple recursive random number generators
    • L'Ecuyer P. Good parameter sets for combined multiple recursive random number generators. Ops. Rsch. 1999, 47(1):159-164.
    • (1999) Ops. Rsch. , vol.47 , Issue.1 , pp. 159-164
    • L'Ecuyer, P.1
  • 5
    • 0036877268 scopus 로고    scopus 로고
    • An object oriented random number package with many long streams and substreams
    • L'Ecuyer P., Simar R., Chen E.J., Kelton W.D. An object oriented random number package with many long streams and substreams. Ops. Rsch. 2002, 50(6):1073-1075.
    • (2002) Ops. Rsch. , vol.50 , Issue.6 , pp. 1073-1075
    • L'Ecuyer, P.1    Simar, R.2    Chen, E.J.3    Kelton, W.D.4
  • 8
    • 0003657590 scopus 로고    scopus 로고
    • Addison-Wesley Professional, Reading, MA
    • Knuth D. The Art of Computer Programming 1997, vol. 2. Addison-Wesley Professional, Reading, MA. third ed.
    • (1997) The Art of Computer Programming , vol.2
    • Knuth, D.1
  • 10
    • 55349120835 scopus 로고    scopus 로고
    • Constructing Sobol sequences with better two dimensional projects
    • Joe S., Kuo F.Y. Constructing Sobol sequences with better two dimensional projects. SIAM J. Sci. Comput. 2008, 30:2635-2654.
    • (2008) SIAM J. Sci. Comput. , vol.30 , pp. 2635-2654
    • Joe, S.1    Kuo, F.Y.2
  • 11
    • 0031599142 scopus 로고    scopus 로고
    • Mersenne Twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
    • Matsumoto M., Nishumira T. Mersenne Twister: a 623-dimensionally equidistributed uniform pseudo-random number generator. ACM Trans. Mod. Comput. Simul. 1998, 8(1):3-30.
    • (1998) ACM Trans. Mod. Comput. Simul. , vol.8 , Issue.1 , pp. 3-30
    • Matsumoto, M.1    Nishumira, T.2
  • 12
    • 10444234762 scopus 로고
    • On the distribution of points in a cube and the approximate evaluation of integrals
    • Sobol I.M. On the distribution of points in a cube and the approximate evaluation of integrals. USSR Comput. Math. Math. Phys. 1967, 16:1332-1337.
    • (1967) USSR Comput. Math. Math. Phys. , vol.16 , pp. 1332-1337
    • Sobol, I.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.