Testing, Selection, and Implementation of Random Number Generators

Abstract

An exhaustive evaluation of state-of-the-art random number generators with several well-known suites of tests provides the basis for selection of suitable random number generators for use in stochastic simulations. Implementation details for the selected algorithms include the synthesis of a virtually unlimited number of extremely long-period statistically independent random streams in an efficient and transparent manner.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 2008
Accession Number
ADA486637

Entities

People

  • Joseph C. Collins

Organizations

  • United States Army Research Laboratory

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Coefficients
  • Computations
  • Computer Programming
  • Computer Programs
  • Computers
  • Displacement
  • Feedback
  • Generators
  • Military Research
  • Polynomials
  • Random Number Generators
  • Sequences
  • Shift Registers
  • Simulations
  • Standards
  • Test And Evaluation

Readers

  • Parallel and Distributed Computing.
  • Regression Analysis.