DocumentCode
2896985
Title
On improving pseudo-random number generators
Author
Deng, Lih-Yuan ; George, E. Olusegun ; Chu, Yu-Chm
Author_Institution
Dept. of Math. Sci., Memphis State Univ., TN, USA
fYear
1991
fDate
8-11 Dec 1991
Firstpage
1035
Lastpage
1042
Abstract
The authors provide some theoretical justifications for the asymptotic uniformity and asymptotic independence of the combination generators without the usual assumption of independence of the generators. The theorems presented give a general method of transforming a possibly bad generator into a much better generator which will yield an asymptotically independent and uniformly distributed random sequence. An empirical study demonstrates that only a small number of terms is required in the author´s asymptotic theory to achieve a much more uniform random sequence. As pointed out by S.K. Park and K.W. Miller (1988), some generators provided by certain computer systems may not be very random. Combining several generators into a single generator will provide some protection against the possibility of bad system-provided generators
Keywords
random number generation; statistical analysis; asymptotic independence; asymptotic uniformity; combination generators; pseudo-random number generators; statistical analysis; Character generation; Computer displays; Convergence; Multidimensional systems; Random number generation; Random variables;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 1991. Proceedings., Winter
Conference_Location
Phoenix, AZ
Print_ISBN
0-7803-0181-1
Type
conf
DOI
10.1109/WSC.1991.185721
Filename
185721
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