Article ID: | iaor20032111 |
Country: | United States |
Volume: | 50 |
Issue: | 6 |
Start Page Number: | 1073 |
End Page Number: | 1075 |
Publication Date: | Nov 2002 |
Journal: | Operations Research |
Authors: | Kelton W. David, L'Ecuyer Pierre, Simard Richard, Chen E. Jack |
Keywords: | random number generators |
Multiple independent streams of random numbers are often required in simulation studies, for instance, to facilitate synchronization for variance-reduction purposes, and for making independent replications. A portable set of software utilities is described for uniform random-number generation. It provides for multiple generators (streams) running simultaneously, and each generator (stream) has its sequence of numbers partitioned into many long disjoint contiguous substreams. The basic underlying generator for this implementation is a combined multiple-recursive generator with period length of approximately 2191, proposed by L'Ecuyer. A C++ interface is described here. Portable implementations are available in C, C++, and Java via the online companion to this paper on the