Combined generators with components from different families

Most random number generators used in practice are based on linear recurrences, with linear output transformations. This gives long periods, fast implementations, and structures that are easy to analyze. But the points produced by these generators have very regular structures. Nonlinear generators can have less regular structures, but they are generally slower and much harder to analyze when their period is long.

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Year of publication:	2003
Authors:	L’Ecuyer, Pierre ; Granger-Piché, Jacinthe
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 62.2003, 3, p. 395-404
Publisher:	Elsevier
Subject:	Random numbers \| Uniformity \| Combined generators \| Statistical tests

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010749558