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Parallel Random Number Generators

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Abstract

It is often the case that many separate threads or processes require independent streams of pseudorandom numbers. This chapter examines five methods for generating such streams: a pseudorandom number server process, separate per stream generators, partitioning a single stream into non-overlapping segments, random seeding that relies on the small likelihood of randomly picking overlapping streams, and merging two randomly initialized generator outputs. Implementations for certain generators will be developed and output streams tested.

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Kneusel, R.T. (2018). Parallel Random Number Generators. In: Random Numbers and Computers. Springer, Cham. https://doi.org/10.1007/978-3-319-77697-2_5

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  • DOI: https://doi.org/10.1007/978-3-319-77697-2_5

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-77696-5

  • Online ISBN: 978-3-319-77697-2

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