DocumentCode
2777042
Title
Inversive pseudorandom number generators: concepts, results and links
Author
Hellekalek, Peter
Author_Institution
Dept. of Math., Salzburg Univ., Austria
fYear
1995
fDate
3-6 Dec 1995
Firstpage
255
Lastpage
262
Abstract
Stochastic simulation requires a reliable source of randomness. Inversive methods are an interesting and very promising new approach to produce uniform pseudorandom numbers. In this paper, we present evidence that these methods are an important contribution to our toolbox. We survey the outstanding performance of inversive pseudorandom number generators in theoretical and empirical tests, in comparison to linear generators. In addition, this paper contains tables of parameters to implement inversive congruential generators
Keywords
random number generation; stochastic programming; inversive pseudorandom number generators; linear generators; performance; randomness source; stochastic simulation; Internet; Lattices; Mathematics; Random variables; Robustness; Scattering; Stochastic processes; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference Proceedings, 1995. Winter
Conference_Location
Arlington, VA
Print_ISBN
0-78033018-8
Type
conf
DOI
10.1109/WSC.1995.478732
Filename
478732
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