Searching for good two‐term fifth‐order multiple recursive random number generators

Searching for good two‐term fifth‐order multiple recursive random number generators

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Article ID: iaor20126351
Volume: 20
Issue: 4
Start Page Number: 735
End Page Number: 741
Publication Date: Dec 2012
Journal: Central European Journal of Operations Research
Authors: , ,
Keywords: simulation: analysis
Abstract:

An implementation of the spectral test for a full period two‐term fifth‐order multiple recursive generator with unrestricted multipliers is performed. Generators of this type with significantly better spectral values are presented. They are suitable for extensive and sophisticated large‐scale simulation studies.

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