Random number generators with period divisible by a Mersenne prime

Richard Brent 1 Paul Zimmermann 2
2 SPACES - Solving problems through algebraic computation and efficient software
INRIA Lorraine, LORIA - Laboratoire Lorrain de Recherche en Informatique et ses Applications
Abstract : Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational finance. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on ``almost primitive'' trinomials, that is trinomials having a large primitive factor. They enable very fast vector/parallel implementations with excellent statistical properties.
Type de document :
Communication dans un congrès
Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre l'Ecuyer. International Conference on Computational Science and its Applications - ICCSA'2003, 2003, Montreal, Canada, Springer, 2667, pp.1-10, 2003, Lecture Notes in Computer Science
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https://hal.inria.fr/inria-00099723
Contributeur : Publications Loria <>
Soumis le : mardi 26 septembre 2006 - 09:40:41
Dernière modification le : jeudi 11 janvier 2018 - 06:20:00

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  • HAL Id : inria-00099723, version 1

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Richard Brent, Paul Zimmermann. Random number generators with period divisible by a Mersenne prime. Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre l'Ecuyer. International Conference on Computational Science and its Applications - ICCSA'2003, 2003, Montreal, Canada, Springer, 2667, pp.1-10, 2003, Lecture Notes in Computer Science. 〈inria-00099723〉

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