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Random Number Generators

  • Christiane Rousseau
  • Yvan Saint-Aubin
Chapter
Part of the Springer Undergraduate Texts in Mathematics and Technology book series (SUMAT)

Keywords

Cumulative Distribution Function Minimal Period Combine Generator Periodic Sequence Primitive Root 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1]
    D. Knuth.Seminumerical Algorithms, volume 2 ofThe Art of Computer Programming. Addison-Wesley, 1997.Google Scholar
  2. [2]
    P. L’Ecuyer. Good parameters and implementations for combined multiple recursive random number generators.Operations Research, 47:159–164, 1999.MATHCrossRefGoogle Scholar
  3. [3]
    P. L’Ecuyer. Random numbers. In N.J. Smelser and P.B. Baltes, editors,The International Encyclopedia of the Social and Behavioral Sciences, pages 12735–12738. Pergamon, Oxford, 2002.Google Scholar
  4. [4]
    P. L’Ecuyer and F. Panneton. Fast random number generators based on linear recurrences modulo 2: overview and comparison. InProceedings of the 2005 Winter Simulation Conference, pages 110–119, 2005.Google Scholar

Copyright information

© Springer-Verlag New York 2008

Authors and Affiliations

  1. 1.Département de mathématiques et de statistiqueUniversité de MontréalCanada

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