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Combined Multiple Recursive Random Number Generators

Author

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  • Pierre L'Ecuyer

    (Université de Montréal, Montréal, Canada)

Abstract

We analyze the random number generators obtained by combining two or more multiple recursive generators. We study the lattice structure of such combined generators and argue that combination is a good way of obtaining robust generators, based on a recurrence with many nonzero coefficients, and which also possess a fast implementation.

Suggested Citation

  • Pierre L'Ecuyer, 1996. "Combined Multiple Recursive Random Number Generators," Operations Research, INFORMS, vol. 44(5), pages 816-822, October.
    • Handle: RePEc:inm:oropre:v:44:y:1996:i:5:p:816-822
    DOI: 10.1287/opre.44.5.816
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    Citations

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    Cited by:

    1. Dwyer, Gerald Jr. & Williams, K. B., 2003. "Portable random number generators," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 645-650, February.
    2. Darbellay, Georges A., 1999. "An estimator of the mutual information based on a criterion for conditional independence," Computational Statistics & Data Analysis, Elsevier, vol. 32(1), pages 1-17, November.
    3. Hellekalek, P., 1998. "Good random number generators are (not so) easy to find," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 46(5), pages 485-505.

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