Combined Multiple Recursive Random Number Generators

1 October 1996

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research

Vol. 44 (5) , 816-822
https://doi.org/10.1287/opre.44.5.816

Abstract

We analyze the random number generators obtained by combining two or more multiple recursive generators. We study the lattice structure of such combined generators and argue that combination is a good way of obtaining robust generators, based on a recurrence with many nonzero coefficients, and which also possess a fast implementation.

Keywords

RANDOM NUMBER
NUMBER GENERATORS
MULTIPLE RECURSIVE
STRUCTURE
GOOD
IMPLEMENTATION
LATTICE
ROBUST
NONZERO

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