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
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;
Conference_Titel :
Computer Modelling and Simulation (UKSim), 2014 UKSim-AMSS 16th International Conference on
Print_ISBN :
978-1-4799-4923-6
DOI :
10.1109/UKSim.2014.55
