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: | L'Ecuyer P. |
Keywords: | random number generators |
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.