[PDF][PDF] Pseudorandom Number Generation: Impossibility and Compromise.

M Matsumoto, M Saito, H Haramoto… - J. Univers. Comput. Sci., 2006 - Citeseer
Pseudorandom number generators are widely used in the area of simulation. Defective
generators are still widely used in standard library programs, although better pseudorandom …

Serial correlation in the generation of pseudo-random numbers

RR Coveyou - Journal of the ACM (JACM), 1960 - dl.acm.org
Many practiced and proposed methods for the generation of pseudo-random numbers for
use in Monte Carlo calculation can be expressed in the following way: One chooses an …

Theory and application of Marsaglia's monkey test for pseudorandom number generators

OE Percus, PA Whitlock - ACM Transactions on Modeling and Computer …, 1995 - dl.acm.org
Theory and application of Marsaglia's monkey test for pseudorandom number generators
Page 1 Theory and Application of lVlarsaglia’s Monkey Test for Pseudorandom Number …

A limit on the usable length of a pseudorandom sequence

NM MacLaren - Journal of statistical computation and simulation, 1992 - Taylor & Francis
There is a very old, but apparently unpublished and possibly unjustified, rule that a single
simulation should never use more pseudorandom numbers than the square root of the …

[PDF][PDF] Cryptography, statistics and pseudo-randomness (part I)

S Brands, R Gill - Probability and mathematical statistics, 1995 - Citeseer
In the classical approach to pseudo-random number generators, a generator is considered
to perform well if its output sequences pass a battery of statistical tests that has become …

[PDF][PDF] Pseudo random numbers: Generation and quality checks

W Janke - Lecture Notes John von Neumann Institute for …, 2002 - physik.uni-leipzig.de
Monte Carlo simulations rely on the quality of pseudo random numbers. Some of the most
common algorithms for the generation of uniformly distributed pseudo random numbers and …

Algorithm 806: SPRNG: A scalable library for pseudorandom number generation

M Mascagni, A Srinivasan - ACM Transactions on Mathematical Software …, 2000 - dl.acm.org
In this article we present background, rationale, and a description of the Scalable Parallel
Random Number Generators (SPRNG) library. We begin by presenting some methods for …

Generating good pseudo-random numbers

BA Wichmann, ID Hill - Computational Statistics & Data Analysis, 2006 - Elsevier
A widely used pseudo-random number generator has been shown to be inadequate by
today's standards. In producing a revised generator, extensive use has been made of a test …

A comparative study of some pseudorandom number generators

I Vattulainen, K Kankaala, J Saarinen… - Computer Physics …, 1995 - Elsevier
We present results of a test program of a group of pseudorandom number generators which
are commonly used in the applications of physics, in particular in Monte Carlo simulations …

A new inversive congruential pseudorandom number generator with power of two modulus

J Eichenauer-Herrmann, H Grothe - ACM Transactions on Modeling and …, 1992 - dl.acm.org
Pseudorandom numbers are important ingredients of stochastic simulations. Their quality is
fundamental for the strength of the simulation outcome. The inversive congruential method …