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Improved linear congruential random number generators
Shen Huayun ; Zhang Peng ; Wang Kan
2010-10-12 ; 2010-10-12
关键词Practical Theoretical or Mathematical/ Monte Carlo methods random number generation random sequences statistical testing/ linear congruential random number generator Monte Carlo transport codes improved shuffle algorithm random number sequence random integral variable statistical quality parallel environment/ C5230 Digital arithmetic methods C1140G Monte Carlo methods
中文摘要Linear congruential random number generators (LCGs) are used in many Monte Carlo transport codes. An improved shuffle algorithm was developed to improve the statistical qualities of these random number sequence. In this algorithm, the random integral variable required for shuffling is obtained by bit manipulation of the integral variable generated in the LCGs. Thus, this algorithm is very fast and statistical tests indicate that the statistical quality is significantly improved. Application in a parallel environment is also discussed.
语种中文
出版者Tsinghua University Press ; China
内容类型期刊论文
源URL[http://hdl.handle.net/123456789/82724]  
专题清华大学
推荐引用方式
GB/T 7714
Shen Huayun,Zhang Peng,Wang Kan. Improved linear congruential random number generators[J],2010, 2010.
APA Shen Huayun,Zhang Peng,&Wang Kan.(2010).Improved linear congruential random number generators..
MLA Shen Huayun,et al."Improved linear congruential random number generators".(2010).
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