Abstract
Two pseudo-random number generators are considered, the multiplicative congruential method and the mixed congruential method. Some properties of the generated sequences are derived, and several algorithms are developed for the evaluation of xi = @@@@(i) and i = f-1 (xi is the ith element of a pseudo-random number sequence.
- 1 BARNTrT, V. Behavior of pseudo-random sequences generated on computers by the multiplicative eongruential method. Mouth. Compu. 16 (1962), 63--69.Google Scholar
- 2 HILDEBRANIT, P. Notes on the generation and testing of random numbers on the AN/FSQ-7. Document SP-35, System Develop. Corp., Santa Moniea, Calif., Sept. 1958.Google Scholar
- 3 JUNCOSA, M. Ilandom number generation on the BRL high-speed computing machines. Report No. 855, Ballistics ires. Lab,, Aberdeen Proving Ground, Md., 1953.Google Scholar
- 4 TAUSSKY, O. aND TODD, J. Generation and testing of pseudo-random numbers. In Symposium on Monte Carlo Methods, 11. A. Meyer (Ed.), Wiley, New York, 1956, 15--28.Google Scholar
- 5 GnEENBnRG:, M. Notes on a new pseudo-random number generator. J . ACM 8 (1961), 163-167. Google Scholar
- 6 KUFHN, H. A 48-bit pseudo-random number generator. Comm. ACM g (1961), 350- 352. Google Scholar
- 7 PEC, P. Bias in pseudo-random numbers. J . Amer. Star. Assoc. 56 (1961), 610-618.Google Scholar
- 8 RorENBEa, A. A new pseudo-random number generator. J . ACM 7 (1960), 75-77. Google Scholar
- 9 BOFINGER, E., AND BOFINGER, v. j, On the periodic property of pseudo-ramdon sequences J, ACM 5 (1958), 261-265 Google Scholar
Index Terms
- Calculations with Pseudo-Random Numbers
Recommendations
ACORN-A new method for generating sequences of uniformly distributed Pseudo-random Numbers
A new family of pseudo-random number generators, the ACORN (additive congruential random number) generators, is proposed. The resulting numbers are distributed uniformly in the interval [0, 1). The ACORN generators are defined recursively, and the (k + ...
Generating good pseudo-random numbers
A widely used pseudo-random number generator has been shown to be inadequate by today's standards. In producing a revised generator, extensive use has been made of a test package TestU01 for random number generators. Using this, criteria have been ...
Pseudo-random numbers for comparative Monte Carlo calculations
To compare the results of two slightly different situations in a given problem solved by the Monte Carlo method it is convenient to use the same random numbers in both cases. To facilitate the reproducibility of the random numbers used a method based on ...
Comments