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Abstract: Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational nance, numerical integration, physics, simulation, etc. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on primitive or \almost primitive" trinomials, that is trinomials having a large primitive factor. They enable ... (Update)
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BibTeX entry: (Update)
R. P. Brent and P. Zimmermann, Random number generators with period divisible by a Mersenne prime, in Computational Science and its Applications { ICCSA 2003. http://citeseer.ist.psu.edu/article/brent03random.html More
@misc{ brent03random,
author = "R. Brent and P. Zimmermann",
title = "Random number generators with period divisible by a Mersenne prime",
text = "R. P. Brent and P. Zimmermann, Random number generators with period divisible
by a Mersenne prime, in Computational Science and its Applications { ICCSA
2003.",
year = "2003",
url = "citeseer.ist.psu.edu/article/brent03random.html" }
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Documents on the same site (http://web.comlab.ox.ac.uk/oucl/work/richard.brent/pub/pub211.html):
Random Number Generators with Period Divisible by a Mersenne.. - Brent, Zimmermann (2003) (Correct)
Random Number Generators with Period Divisible by a Mersenne.. - Brent, Zimmermann (2003) (Correct)
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