TOWARD A UNIVERSAL RANDOM NUMBER GENERATOR

被引:106
作者
MARSAGLIA, G
ZAMAN, A
TSANG, WW
机构
[1] FLORIDA STATE UNIV,DEPT STAT,TALLAHASSEE,FL 32306
[2] UNIV HONG KONG,DEPT COMP SCI,HONG KONG,HONG KONG
关键词
Random number generator;
D O I
10.1016/0167-7152(90)90092-L
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This article describes an approach towards a random number generator that passes all of the stringent tests for randomness we have put to it, and that is able to produce exactly the same sequence of uniform random variables in a wide variety of computers, including TRS80, Apple, Macintosh, Commodore, Kaypro, IBM PC, AT, PC and AT clones, Sun, Vax, IBM 360 370, 3090, Amdahl, CDC Cyber and even 205 and ETA supercomputers. © 1990.
引用
收藏
页码:35 / 39
页数:5
相关论文
共 2 条
[1]   MATRICES AND THE STRUCTURE OF RANDOM NUMBER SEQUENCES [J].
MARSAGLIA, G ;
TSAY, LH .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1985, 67 (JUN) :147-156
[2]  
MARSAGLIA G, 1986, 16TH P S INT ATL