• 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