DocumentCode
3564659
Title
A Horadam-Based Pseudo-Random Number Generator
Author
Bagdasar, Ovidiu D. ; Minsi Chen
Author_Institution
Sch. of Comput. & Math., Univ. of Derby, Derby, UK
fYear
2014
Firstpage
227
Lastpage
231
Abstract
Uniformly distributed pseudo-random number generators are commonly used in certain numerical algorithms and simulations. In this article a random number generation algorithm based on the geometric properties of complex Horadam sequences was investigated. For certain parameters, the sequence exhibited uniformity in the distribution of arguments. This feature was exploited to design a pseudo-random number generator which was evaluated using Monte Carlo π estimations, and found to perform comparatively with commonly used generators like Multiplicative Lagged Fibonacci and the ´twister´ Mersenne.
Keywords
Monte Carlo methods; numerical analysis; random number generation; Horadam sequence geometric property; Horadam-based pseudorandom number generator; Monte Carlo estimation; multiplicative lagged Fibonacci generator; numerical algorithm; numerical simulation; pseudorandom number generator design; twister Mersenne generator; Computational modeling; Convergence; Correlation; Generators; Mathematical model; Monte Carlo methods; Orbits; Horadam sequence; Monte Carlo methods; Random number generation; linear recurrence; simulation;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Modelling and Simulation (UKSim), 2014 UKSim-AMSS 16th International Conference on
Print_ISBN
978-1-4799-4923-6
Type
conf
DOI
10.1109/UKSim.2014.55
Filename
7046068
Link To Document