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.
Document type :
Conference papers
Complete list of metadatas

https://hal.inria.fr/inria-00099723
Contributor : Publications Loria <>
Submitted on : Tuesday, September 26, 2006 - 9:40:41 AM
Last modification on : Thursday, January 11, 2018 - 6:20:00 AM

Identifiers

  • HAL Id : inria-00099723, version 1

Collections

Citation

Richard 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⟩

Share

Metrics

Record views

205