The generation of pseudorandom correlated Gauss numbers
โ Scribed by R.E. Gut; V.V. Egorov
- Publisher
- Elsevier Science
- Year
- 1987
- Weight
- 167 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0041-5553
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We carry out an in-depth analysis of the multiple-recursive matrix method for uniform pseudorandom number generation which was introduced in an earlier paper of the author. This method yields much larger period lengths than the GFSR method with the same order of the recursion and the same precision.
The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. The authors have recently introduced a new method for obtaining nontrivial upper bounds on the multidimensional discrepancy of inversive congruential pseudor