Spectral analysis of the MIXMAX random number generators
Year of publication: |
2020
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Authors: | L'Ecuyer, Pierre ; Wambergue, Paul ; Bourceret, Erwan |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 32.2020, 1, p. 135-144
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Subject: | random number generators | matrix linear congruential generators | lattice structure | spectral test | simulation | Simulation | Zufallsvariable | Random variable | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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