IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v164y2005i2p402-405.html
   My bibliography  Save this article

Reverse multiple recursive random number generators

Author

Listed:
  • Tang, Hui-Chin

Abstract

No abstract is available for this item.

Suggested Citation

  • Tang, Hui-Chin, 2005. "Reverse multiple recursive random number generators," European Journal of Operational Research, Elsevier, vol. 164(2), pages 402-405, July.
  • Handle: RePEc:eee:ejores:v:164:y:2005:i:2:p:402-405
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377-2217(04)00039-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Pierre L'Ecuyer & Richard Simard & E. Jack Chen & W. David Kelton, 2002. "An Object-Oriented Random-Number Package with Many Long Streams and Substreams," Operations Research, INFORMS, vol. 50(6), pages 1073-1075, December.
    2. Pierre L'Ecuyer & Raymond Couture, 1997. "An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 9(2), pages 206-217, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tang, Hui-Chin, 2007. "An analysis of linear congruential random number generators when multiplier restrictions exist," European Journal of Operational Research, Elsevier, vol. 182(2), pages 820-828, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pierre L'Ecuyer & Richard Simard, 2014. "On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 26(3), pages 449-460, August.
    2. Mehmet Tolga Cezik & Pierre L'Ecuyer, 2008. "Staffing Multiskill Call Centers via Linear Programming and Simulation," Management Science, INFORMS, vol. 54(2), pages 310-323, February.
    3. Iago Medeiros & Lucas Pacheco & Denis Rosário & Cristiano Both & Jéferson Nobre & Eduardo Cerqueira & Lisandro Granville, 2021. "Quality of experience and quality of service‐aware handover for video transmission in heterogeneous networks," International Journal of Network Management, John Wiley & Sons, vol. 31(5), September.
    4. Kampf, M. & Kochel, P., 2006. "Simulation-based sequencing and lot size optimisation for a production-and-inventory system with multiple items," International Journal of Production Economics, Elsevier, vol. 104(1), pages 191-200, November.
    5. Hiroshi Haramoto & Makoto Matsumoto & Takuji Nishimura & François Panneton & Pierre L'Ecuyer, 2008. "Efficient Jump Ahead for (F-openface) 2 -Linear Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 20(3), pages 385-390, August.
    6. Hui-Chin Tang & Chiang Kao, 2004. "Searching for Good Multiple Recursive Random Number Generators via a Genetic Algorithm," INFORMS Journal on Computing, INFORMS, vol. 16(3), pages 284-290, August.
    7. L'Ecuyer, Pierre, 2004. "Random number generation," Papers 2004,21, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    8. Arthur Hau, 2011. "Pricing of Loan Commitments for Facilitating Stochastic Liquidity Needs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 39(1), pages 71-94, April.
    9. Mascagni Michael & Hin Lin-Yee, 2013. "Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model," Monte Carlo Methods and Applications, De Gruyter, vol. 19(2), pages 77-105, July.
    10. Natasha Stout & Sue Goldie, 2008. "Keeping the noise down: common random numbers for disease simulation modeling," Health Care Management Science, Springer, vol. 11(4), pages 399-406, December.
    11. Céline Labart & Jérôme Lelong, 2011. "A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options," Working Papers hal-00567729, HAL.
    12. L’Ecuyer, Pierre & Simard, Richard, 2001. "On the performance of birthday spacings tests with certain families of random number generators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 55(1), pages 131-137.
    13. David J. Eckman & Shane G. Henderson & Sara Shashaani, 2023. "SimOpt: A Testbed for Simulation-Optimization Experiments," INFORMS Journal on Computing, INFORMS, vol. 35(2), pages 495-508, March.
    14. Pierre L'Ecuyer, 1999. "Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators," Operations Research, INFORMS, vol. 47(1), pages 159-164, February.
    15. Imry Rosenbaum & Jeremy Staum, 2017. "Multilevel Monte Carlo Metamodeling," Operations Research, INFORMS, vol. 65(4), pages 1062-1077, August.
    16. Bivand, Roger, 2010. "Exploiting Parallelization in Spatial Statistics: an Applied Survey using R," Discussion Paper Series in Economics 25/2010, Norwegian School of Economics, Department of Economics.
    17. Pierre L'Ecuyer & Christiane Lemieux, 2000. "Variance Reduction via Lattice Rules," Management Science, INFORMS, vol. 46(9), pages 1214-1235, September.
    18. Gilles Pag`es & Benedikt Wilbertz, 2011. "GPGPUs in computational finance: Massive parallel computing for American style options," Papers 1101.3228, arXiv.org.
    19. L'Ecuyer, Pierre & Andres, Terry H., 1997. "A random number generator based on the combination of four LCGs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 99-107.
    20. Radu Herbei & L. Mark Berliner, 2014. "Estimating Ocean Circulation: An MCMC Approach With Approximated Likelihoods via the Bernoulli Factory," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 944-954, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:164:y:2005:i:2:p:402-405. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.