Portable random number generators

被引：2

作者：

Dwyer, GP ^{[1
]}

Williams, KB ^{[1
]}

机构：

[1] Fed Reserve Bank Atlanta, Dept Res, Atlanta, GA 30309 USA

来源：

JOURNAL OF ECONOMIC DYNAMICS & CONTROL | 2003年 / 27卷 / 04期

关键词：

pseudorandom numbers; pseudorandom number generators; congruential generators; random numbers;

D O I：

10.1016/S0165-1889(01)00065-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We present a random number generator that is useful for serious computations and can be implemented easily in any language that has 32-bit signed integers, for example C, C++ and FORTRAN. This combination generator has a cycle length that would take two millennia to compute on widely used desktop computers. Based on an extensive search, we provide parameter values better than those previously available for this generator. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：645 / 650

页数：6

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