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· December 2015 with 1,389 Reads 
Simulation, Chapter: 3, Editors: S.G. Henderson, B.L. Nelson, pp.55-81

L’Ecuyer
Université de Montréal

Research reveals a potenti

ers the basic design principles and methods for uniform random number generators used in simulation. We also briefly Alzheimer’s disease Read Mo
nections between these methods and those used to construct highly-uniform point sets for quasi-Monte Carlo integration.
on the methods based on linear recurrences modulo a large integer, or modulo 2. This reflects the fact that their
ucture is much better understood than other types of generators, and that most generators used in simulation have that
s the main requirements for a good generator, theoretical figures of merit for certain classes of linear-type generators,
ssues, nonlinear generators, and statistical testing.

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Chapter 3 of Elsevier Handbooks in Operations Research and Management Science: Simulation,

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S. G. Henderson and B. L. Nelson, eds., Elsevier Science, Amsterdam, 2006, 55--81.

Uniform Random Number Generation

Pierre L’Ecuyer
Département d’Informatique et de Recherche Opérationnelle, Université de
Montréal, C.P. 6128, Succ. Centre-Ville, Montréal (Québec), H9S 5B8, Canada.
http://www.iro.umontreal.ca/∼lecuyer

Abstract

This chapter covers the basic design principles and methods for uniform random
number generators used in simulation. We also briefly mention the connections
between these methods and those used to construct highly-uniform point sets for
Uniform
quasi-Monte Random
Carlo integration. Number
The emphasis Generation
is on the methods based on linear
recurrences modulo a large integer, or modulo 2. This reflects the fact that their
mathematical structure is much better understood than other types of generators,
and that most generators used in simulation have that form. We discuss the main
requirements for a good generator, theoretical figures of merit for certain classes of
linear-type generators, implementation issues, nonlinear generators, and statistical
testing.

Key words: random number generator, linear congruential generator, multiple

recursive generator, spectral test, statistical test, low discrepancy, quasi-Monte
Carlo

1 Introduction

A reliable (pseudo)random number generator (RNG) is a basic and essential

ingredient for any stochastic simulation. The mathematical theory underly-
ing simulation methods is built over the elegant concepts of probability space
and random variable. However, since the exact implementation of these con-
cepts on conventional computers seems impossible, random variables and other
random objects are simulated by deterministic algorithms. The aim of these
algorithms is to produce sequences of numbers or objects whose behavior is
hard to distinguish from that of their “truly random” counterparts, at least
for the application of interest. The details of these requirements may differ de-
pending on the context. For the (Monte Carlo) simulation methods discussed
in this handbook, the main goal is to reproduce the statistical properties on
which these methods are based, so that the estimators of interest behave as

Preprint submitted to Elsevier Science 16 November 2005

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References (74)

compatible with the deeppipelining nature of superconducting logic. Furthermore, one important limiting factor of SC, i.e.,
[27] [32], can be largely mitigated in AQFP. ...

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ting based deep learning framework using adiabatic quantum-flux-parametron superconducting technology

etang Wang · Ao Ren · Nobuyuki Yoshikawa

d is passed to the shift and XOR operation. This operation adds random noises to its input by applying the logic in Fig. 4
Fig. 4 defines three operations that apply to the integer input nSeed. ...

Request Authentication: Two-Layer Password-Based Access Control Systems for Securing Information

Muhammed · Ahmad Al-Daraiseh

ortfolios Using Statistical Process Control

vailable

Thomas K. Philips · David M. Stein

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December 2006 · Handbooks in Operations Research and Management Science

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This chapter covers the basic design principles and methods for uniform random number generators used in simulation. We also briefly
mention the connections between these methods and those used to construct highly-uniform point sets for quasi-Monte Carlo integration. The
emphasis is on the methods based on linear recurrences modulo a large integer, or modulo 2. This reflects the fact that their ... [Show full
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