A Random Number Generator Based on the Combination of Four Lcgs

@inproceedings{ecuyer1997ARN,
  title={A Random Number Generator Based on the Combination of Four Lcgs},
  author={Pierre L 'ecuyer and Terry H Andres},
  year={1997}
}
A portable package for uniform random number generation is proposed, based on a backbone generator with period length near 2 121 , which is a combination of four linear congruential generators. The package provides for multiple (virtual) generators evolving in parallel. Each generator also has many disjoint subsequences, and software tools are provided to reset the state of any generator to the beginning of its rst, previous, or current subsequence. Such facilities are helpful to maintain… CONTINUE READING
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