标题: 64-Bit and 128-bit DX random number generators
作者: Deng, Lih-Yuan
Lu, Henry Horng-Shing
Chen, Tai-Been
统计学研究所
Institute of Statistics
关键字: Combined generators;Empirical tests;Equidistribution;Linear congruential generator (LCG);Multiple recursive generator (MRG);MT19937
公开日期: 1-八月-2010
摘要: 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
期刊: COMPUTING
Volume: 89
Issue: 1-2
起始页: 27
结束页: 43
显示于类别:Articles


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