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Random number generators with period divisible by a Mersenne prime

Richard P. 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.
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Submitted on : Tuesday, September 26, 2006 - 9:40:41 AM
Last modification on : Friday, February 4, 2022 - 3:33:40 AM


  • HAL Id : inria-00099723, version 1



Richard P. Brent, Paul Zimmermann. Random number generators with period divisible by a Mersenne prime. International Conference on Computational Science and its Applications - ICCSA'2003, 2003, Montreal, Canada, pp.1-10. ⟨inria-00099723⟩



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