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Note on Marsaglia's Xorshift Random Number Generators

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  • Brent, Richard P.

Abstract

Marsaglia (2003) has described a class of Xorshift random number generators (RNGs) with periods 2n - 1 for n = 32, 64, etc. We show that the sequences generated by these RNGs are identical to the sequences generated by certain linear feedback shift register (LFSR) generators using "exclusive or" (xor) operations on n-bit words, with a recurrence defined by a primitive polynomial of degree n.

Suggested Citation

  • Brent, Richard P., 2004. "Note on Marsaglia's Xorshift Random Number Generators," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 11(i05).
    • Handle: RePEc:jss:jstsof:v:011:i05
    DOI: http://hdl.handle.net/10.18637/jss.v011.i05
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    Cited by:

    1. McBane, George C., 2006. "Programs to Compute Distribution Functions and Critical Values for Extreme Value Ratios for Outlier Detection," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 16(i03).
    2. Allanson, Paul & Petrie, Dennis, 2013. "Longitudinal methods to investigate the role of health determinants in the dynamics of income-related health inequality," Journal of Health Economics, Elsevier, vol. 32(5), pages 922-937.
    3. Kiani, M & Panaretos, J & Psarakis, S & Saleem, M, 2008. "Approximations to the Normal Distribution Function and An Extended Table for the Mean Range of the Normal Variables," MPRA Paper 68045, University Library of Munich, Germany.
    4. Maria Giuseppina Bruno & Antonio Grande, "undated". "Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie," Working Papers 131/14, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.

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