Combined multiple recursive random number generators

Combined multiple recursive random number generators

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Article ID: iaor20003843
Country: United States
Volume: 44
Issue: 5
Start Page Number: 816
End Page Number: 822
Publication Date: Sep 1996
Journal: Operations Research
Authors:
Keywords: random number generators
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.

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