Maximally equidistributed combined Tausworthe generators

被引:157
作者
LEcuyer, P
机构
[1] Département d'Informatique, Recherche Opérationnelle, Université de Montréal, Montréal, Que. H3C 3J7, C.P. 6128, Succ. Centre-Ville
关键词
random number generation; equidistribution; combined generators;
D O I
10.1090/S0025-5718-96-00696-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Tausworthe random number generators based on a primitive trinomial allow an easy and fast implementation when their parameters obey certain restrictions. However, such generators, with those restrictions, have bad statistical properties unless we combine them. A generator is called maximally equidistributed if its vectors of successive values have the best possible equidistribution in all dimensions. This paper shows how to find maximally equidistributed combinations in an efficient manner, and gives a list of generators with that property. Such generators have a strong theoretical support and lend themselves to very fast software implementations.
引用
收藏
页码:203 / 213
页数:11
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