A Procedure for Generating Run-Synchronised Disjoint Streams of Pseudo-Random Numbers for Use in Simulation

Abstract

A procedure for generating-disjoint streams of pseudo-random numbers for use in discrete event simulation is presented. The procedure facilitates the synchronisation of variates from run to run and can be employed in conjunction with several variance reduction techniques. It is based on Schrage's implementation of the Lehmer generator and includes enhancements to remove the restriction on usable multiplier values. Seeds are efficiently computed by a routine that exploits the number-theoretic properties of congruences. Machine- portable Fortran routines are listed for use on machines capable of performing 31-bit signed integer arithmetic.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1990
Accession Number
ADA236027

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  • M. L. Scholz

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  • Energy and Power Technologies
  • Weapons Technologies

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  • Algorithms
  • Arithmetic
  • Australia
  • Compilers
  • Computer Programs
  • Computers
  • Equations
  • Floating Point Operations
  • Generators
  • Language
  • Machines
  • Mainframe Computers
  • Mathematics
  • Operating Systems
  • Random Number Generators
  • Simulations
  • Stochastic Processes

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