Combined Multiple Recursive Random Number Generators
Operations Research · 1996 · Volume 44 · Issue 5
Abstract
We analyze the random number generators obtained by combining two or more multiple recursive generators. We study the lattice structure of such combined generators and argue that combination is a good way of obtaining robust generators, based on a recurrence with many nonzero coefficients, and which also possess a fast implementation.
Keywords
simulation, random number generation, linear congruential, lattice structure, multiple recursive, combined generators
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