Article ID Journal Published Year Pages File Type
416663 Computational Statistics & Data Analysis 2006 9 Pages PDF
Abstract

A widely used pseudo-random number generator has been shown to be inadequate by today's standards. In producing a revised generator, extensive use has been made of a test package TestU01 for random number generators. Using this, criteria have been devised for the revised generator—also other high-quality generators have been identified. Facilities have been devised to allow the new generator to be used in a highly parallel environment, which is likely to be a feature of many future applications.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
Authors
, ,