A UNIFIED VIEW OF LONG-PERIOD RANDOM NUMBER GENERATORS

1994 Journal of the Operations Research Society of Japan 8 citations

Abstract

Two types of linear congruential random number generator are considered: the conventional one using integer arithmetic and another using polynomial arithmetic over finite fields. We show that most of the long-period random number generators currently used or recently proposed, which include multiple recursive generators, shift register generators, add-with-carry and subtract-with-borrow generators, Twisted-GFSR generators, Wichmann-Hill generators, and combined Tausworthe generators, can be viewed as producing truncated linear congruential sequences with large moduli in terms of integer or polynomial arithmetic. On this basis, we compare the above generators with respect, to generation efficiency, lattice structure, and portability.

Keywords

Random number generationMathematicsLinear congruential generatorGenerator (circuit theory)Integer (computer science)Pseudorandom number generatorArithmeticDiscrete mathematicsShift registerNumber theoryPolynomialComputer scienceAlgorithmPower (physics)

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Publication Info

Year
1994
Type
article
Volume
37
Issue
3
Pages
211-227
Citations
8
Access
Closed

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Shu Tezuka (1994). A UNIFIED VIEW OF LONG-PERIOD RANDOM NUMBER GENERATORS. Journal of the Operations Research Society of Japan , 37 (3) , 211-227. https://doi.org/10.15807/jorsj.37.211

Identifiers

DOI
10.15807/jorsj.37.211