Title: 64-Bit and 128-bit DX random number generators
Authors: Deng, Lih-Yuan
Lu, Henry Horng-Shing
Chen, Tai-Been
統計學研究所
Institute of Statistics
Keywords: Combined generators;Empirical tests;Equidistribution;Linear congruential generator (LCG);Multiple recursive generator (MRG);MT19937
Issue Date: 1-Aug-2010
Abstract: Extending 32-bit DX generators introduced by Deng and Xu (ACM Trans Model Comput Simul 13:299-309, 2003), we perform an extensive computer search for classes of 64-bit and 128-bit DX generators of large orders. The period lengths of these high resolution DX generators are ranging from 10(1915) to 10(58221). The software implementation of these generators can be developed for 64-bit or 128-bit hardware. The great empirical performances of DX generators have been confirmed by an extensive battery of tests in the TestU01 package. These high resolution DX generators can be useful to perform large scale simulations in scientific investigations for various computer systems.
URI: http://dx.doi.org/10.1007/s00607-010-0097-9
http://hdl.handle.net/11536/32323
ISSN: 0010-485X
DOI: 10.1007/s00607-010-0097-9
Journal: COMPUTING
Volume: 89
Issue: 1-2
Begin Page: 27
End Page: 43
Appears in Collections:Articles


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