A technique used in pseudorandom number generation is to combine two or more different generators with the goal of producing a new generator with improved randomness properties. We study such a class of generators and show that in a strong sense the combined generator does offer improvement. Our approach applies results from majorization theory.
Publié le : 1979-05-14
Classification:
Pseudorandom number generators,
Monte Carlo simulation,
majorization,
uniform distribution,
Markov chains,
65C10,
68A55
@article{1176344690,
author = {Brown, Mark and Solomon, Herbert},
title = {On Combining Pseudorandom Number Generators},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 691-695},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344690}
}
Brown, Mark; Solomon, Herbert. On Combining Pseudorandom Number Generators. Ann. Statist., Tome 7 (1979) no. 1, pp. 691-695. http://gdmltest.u-ga.fr/item/1176344690/