Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators

Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators

Random-number Generators Physical Random-number Generators

R andom numbers have applications in many areas: simulation, game-playing, cryptography, statistical sampling, evaluation of multiple integrals, particletransport calculations, and computations in statistical physics, to name a few. Since each application involves slightly different criteria for judging the “worthiness” of the random numbers generated, a variety of generators have been develope...

An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators

We discuss the implementation of theoretical tests to assess the structural properties of simple or combined linear congruential and multiple recursive random number generators. In particular, we describe a package implementing the so-called spectral and lattice tests for such generators. Our programs analyze the lattices generated by vectors of successive or non-successive values produced by t...

Structural Properties for Two Classes of Combined Random Number Generators

We analyze a class of combined random number generators recently proposed by L'Ecuyer, which combines a set of linear congruential generators (LCG's) with distinct prime moduli. We show that the geometrical behavior of the vectors of points produced by the combined generator can be approximated by the lattice structure of an associated LCG, whose modulus is the product of the moduli of the indi...

Using Magma to find good xorshift random number generators