A New Class of Random Number Generators
Marsaglia, George ; Zaman, Arif
Ann. Appl. Probab., Tome 1 (1991) no. 4, p. 462-480 / Harvested from Project Euclid
We introduce a new class of generators of two types: add-with-carry and subtract-with-borrow. Related to lagged-Fibonacci generators, the new class has interesting underlying theory, astonishingly long periods and provable uniformity for full sequences. Among several that we mention, we recommend particularly promising ones that will generate a sequence of $2^{1751}$ bits, or a sequence of $2^{1376}$ 32-bit integers, or a sequence of $2^{931}$ reals with 24-bit fractions--all using simple computer arithmetic (subtraction) and a few memory locations.
Publié le : 1991-08-14
Classification:  Random number generators,  lagged-Fibonacci,  add-with-carry,  subtract-with-borrow,  Monte Carlo,  65C10,  10A30
@article{1177005878,
     author = {Marsaglia, George and Zaman, Arif},
     title = {A New Class of Random Number Generators},
     journal = {Ann. Appl. Probab.},
     volume = {1},
     number = {4},
     year = {1991},
     pages = { 462-480},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177005878}
}
Marsaglia, George; Zaman, Arif. A New Class of Random Number Generators. Ann. Appl. Probab., Tome 1 (1991) no. 4, pp.  462-480. http://gdmltest.u-ga.fr/item/1177005878/