IDEAS home Printed from https://ideas.repec.org/h/spr/isochp/978-1-4419-0817-9_9.html
   My bibliography  Save this book chapter

F2-Linear Random Number Generators

In: Advancing the Frontiers of Simulation

Author

Listed:
  • Pierre L’Ecuyer

    (Université de Montréal)

  • François Panneton

    (Standard Life Investments Inc.)

Abstract

Random number generators based on linear recurrences modulo 2 are among the fastest long-period generators currently available. The uniformity and independence of the points they produce, by taking vectors of successive output values from all possible initial states, can be measured by theoretical figures of merit that can be computed quickly, and the generators having good values for these figures of merit are statistically reliable in general. Some of these generators can also provide disjoint streams and substreams efficiently. In this paper, we review the most interesting construction methods for these generators, examine their theoretical and empirical properties, describe the relevant computational tools and algorithms, and make comparisons.

Suggested Citation

  • Pierre L’Ecuyer & François Panneton, 2009. "F2-Linear Random Number Generators," International Series in Operations Research & Management Science, in: Christos Alexopoulos & David Goldsman & James R. Wilson (ed.), Advancing the Frontiers of Simulation, pages 169-193, Springer.
  • Handle: RePEc:spr:isochp:978-1-4419-0817-9_9
    DOI: 10.1007/b110059_9
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

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


    Cited by:

    1. L’Ecuyer, Pierre & Munger, David & Oreshkin, Boris & Simard, Richard, 2017. "Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 135(C), pages 3-17.
    2. Harase, Shin, 2019. "Conversion of Mersenne Twister to double-precision floating-point numbers," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 161(C), pages 76-83.

    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:spr:isochp:978-1-4419-0817-9_9. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.