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Combined Multiple Recursive Random Number Generators

✍ Scribed by L'Ecuyer, Pierre


Book ID
118146615
Publisher
INFORMS
Year
1996
Tongue
English
Weight
625 KB
Volume
44
Category
Article
ISSN
0030-364X

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πŸ“œ SIMILAR VOLUMES


Upper bounds in spectral test for multip
✍ Chiang Kao; Huey-Chin Tang πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 412 KB

One method for generating random numbers (RNs) of long period recommended by many scholars is the multiple recursive generator (MRG), in that the current RN is essentially a linear combination of the k preceding ones. In this paper, the upper bounds for a figure of merit adopted in the spectral test