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Combined generators with components from different families

Author

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  • L’Ecuyer, Pierre
  • Granger-Piché, Jacinthe

Abstract

Most random number generators used in practice are based on linear recurrences, with linear output transformations. This gives long periods, fast implementations, and structures that are easy to analyze. But the points produced by these generators have very regular structures. Nonlinear generators can have less regular structures, but they are generally slower and much harder to analyze when their period is long.

Suggested Citation

  • L’Ecuyer, Pierre & Granger-Piché, Jacinthe, 2003. "Combined generators with components from different families," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 62(3), pages 395-404.
    • Handle: RePEc:eee:matcom:v:62:y:2003:i:3:p:395-404
    DOI: 10.1016/S0378-4754(02)00234-3
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    References listed on IDEAS

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    1. 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.
    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.
    3. Pierre L'Ecuyer & Christiane Lemieux, 2000. "Variance Reduction via Lattice Rules," Management Science, INFORMS, vol. 46(9), pages 1214-1235, September.
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    Cited by:

    1. L'Ecuyer, Pierre, 2004. "Random number generation," Papers 2004,21, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

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