by Mark Goresky, Andrew Klapper
ACM Transactions on Modeling and Computer Simulation
http://www.math.ias.edu/~goresky/MWC.pdf
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Abstract:
1.1. A pseudo random number generator (RNG) for high speed simulation and Monte Carlo integration should have several properties: (1) it should have enormous period, (2) it should exhibit uniform distribution of d-tuples (for all d), (3) it should exhibit a good lattice structure in high dimensions, and (4) it should be efficiently computable (preferably
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