Article ID: | iaor200952622 |
Country: | United States |
Volume: | 20 |
Issue: | 3 |
Start Page Number: | 385 |
End Page Number: | 390 |
Publication Date: | Jun 2008 |
Journal: | INFORMS Journal On Computing |
Authors: | L'Ecuyer Pierre, Haramoto Hiroshi, Matsumoto Makoto, Nishimura Takuji, Panneton Franois |
Keywords: | simulation |
The fastest long–period random number generators currently available are based on linear recurrences modulo 2. So far, software that provides multiple disjoint streams and substreams has not been available for these generators because of the lack of efficient jump–ahead facilities. In principle, it suffices to multiply the state (a