Combined multiple recursive random number generators
成果类型：
Article
署名作者：
LEcuyer, P
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.44.5.816
发表日期：
1996
页码：
816-822
关键词：
摘要：
We analyze the random number generators obtained by combining two or more multiple recursive generators. We study the lattice structure of such combined generators and argue that combination is a good way of obtaining robust generators, based on a recurrence with many nonzero coefficients, and which also possess a fast implementation.