Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
416663 | Computational Statistics & Data Analysis | 2006 | 9 Pages |
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
B.A. Wichmann, I.D. Hill,