Abstract
We introduce a new class of generators of two types: add-with-carry and subtract-with-borrow. Related to lagged-Fibonacci generators, the new class has interesting underlying theory, astonishingly long periods and provable uniformity for full sequences. Among several that we mention, we recommend particularly promising ones that will generate a sequence of $2^{1751}$ bits, or a sequence of $2^{1376}$ 32-bit integers, or a sequence of $2^{931}$ reals with 24-bit fractions--all using simple computer arithmetic (subtraction) and a few memory locations.
Keywords
Fibonacci numberMathematicsSequence (biology)Class (philosophy)ArithmeticCarry (investment)SubtractionSimple (philosophy)Random number generationDiscrete mathematicsRandom sequenceAlgorithmComputer scienceArtificial intelligence
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Publication Info
- Year
- 1991
- Type
- article
- Volume
- 1
- Issue
- 3
- Citations
- 374
- Access
- Closed
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Cite This
George Marsaglia,
Arif Zaman
(1991).
A New Class of Random Number Generators.
The Annals of Applied Probability
, 1
(3)
.
https://doi.org/10.1214/aoap/1177005878
Identifiers
- DOI
- 10.1214/aoap/1177005878