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Gaussian random number generators

✍ Scribed by Thomas, David B.; Luk, Wayne; Leong, Philip H.W.; Villasenor, John D.


Book ID
111653733
Publisher
Association for Computing Machinery
Year
2007
Tongue
English
Weight
417 KB
Volume
39
Category
Article
ISSN
0360-0300

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πŸ“œ SIMILAR VOLUMES


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A commonly used uniform random-number generator is examined in light of a genetic-simulation problem. Although this generator is often useful, it proves defective in this case. The author suggests that any proposed generator be checked for the properties needed by the simulation problem at hand.

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We present a random number generator that is useful for serious computations and can be implemented easily in any language that has 32-bit signed integers, for example C, C ++ and FORTRAN. This combination generator has a cycle length that would take two millennia to compute on widely used desktop c

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Monte Carlo computations are considered easy to parallelize. However, the results can be adversely affected by defects in the parallel pseudorandom number generator used. A parallel pseudorandom number generator must be tested for two types of correlations--(i) intrastream correlation, as for any se