Marsaglia G. (1994) `yet another rng', posted to the Usenet newsgroup sci.stat.math, August 1, 1994. Home/Search Document Not in Database Summary Related Articles Check |
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An Analysis of Random Number Generators for a Hardware.. - Martin (2002) (1 citation) (Correct)
....sanity check that the experimental method of ranking the RNGs using Diehard was the same as that used by Meysenburg, the generator known as the mother of all generators was also implemented and run against the Diehard suite. This is a multiply with carry generator and is described by Marsaglia [9]. It was not implemented in the hardware GP system. 5.6 Non random sequences Until now we have considered pseudo random sequences. These are sequences where it is hard to guess the next number in a sequence. As an experiment, a further set of runs were performed with an obviously non random ....
G. Marsaglia. Yet another RNG. Posted to sci.stat.math, 1 Aug. 1994.
An Analysis of Random Number Generators for a Hardware.. - Martin (2002) (1 citation) (Correct)
....a sanity check that the experimental method of ranking the RNGs using Diehard was the same as that used by Meysenburg, the generator known as the mother of all generators was also implemented and run against the Diehard suite. This is a multiply with carry generator and is described by Marsaglia [8]. It was not implemented in the hardware GP system. 5.6 Non random sequences Until now we have considered pseudo random sequences. These are sequences where it is hard to guess the next number in a sequence. As an experiment, a further set of runs were performed with an obviously non number ....
Marsaglia George. Yet another RNG. Posted to sci.stat.math, 1 August 1994.
New Tests Of Random Numbers For Simulations In Physical Systems - Vattulainen (1994) (2 citations) (Correct)
....one particular SWB generator called RCARRY [82] by neglecting some of the generated random numbers. An actual implementation of this improved generator has been given by James [83] Recently, Marsaglia has continued his previous studies and proposed a so called multiply with carry (MWC) generator [117]. Although knowledge of its properties is still incomplete, Marsaglia states that [117] all bits of the integers produced by this new method, whether leading or trailing, have passed extensive tests of randomness. The CHAPTER 3. PSEUDORANDOM NUMBER GENERATORS 25 so called inversive ....
....numbers. An actual implementation of this improved generator has been given by James [83] Recently, Marsaglia has continued his previous studies and proposed a so called multiply with carry (MWC) generator [117] Although knowledge of its properties is still incomplete, Marsaglia states that [117] all bits of the integers produced by this new method, whether leading or trailing, have passed extensive tests of randomness. The CHAPTER 3. PSEUDORANDOM NUMBER GENERATORS 25 so called inversive congruential generators have also received considerable attention. For a review of their ....
G. Marsaglia, Yet another RNG, in newsgroup sci.stat.math (Internet), 1 Aug 1994 13:35:09 GMT (Message-Id: !1994Aug1.093312@stat.fsu.edu?) (unpublished).
Uniform Random Number Generators - L'Ecuyer (1998) (Correct)
....than a prime m (for k 1) and to major deficiencies (L Ecuyer 1990, 1998b) This is a bad idea. But a modification of the MRG, with a carry or a borrow , permits one to use a power of 2 modulus while keeping a long period and the potential for good properties (Couture and L Ecuyer 1995, 1997; Marsaglia 1994). The resulting Multiply with Carry (MWC) generator turns out to be approximately equivalent to an LCG with a large modulus and can be analyzed much in the same way as LCGs from the structural viewpoint. In (5) each output value is a multiple of 1=m. To reduce the discretization error, one may ....
Marsaglia, G. 1994. Yet another rng. Posted to the electronic billboard sci.stat.math, August 1.
Uniform Random Number Generators: A Review - L'Ecuyer (1997) (Correct)
....period for k 1 and to several important structural defects (L Ecuyer 1990; L Ecuyer 1997c) This should be avoided. One approach for using a power of two modulus while keeping a long period and the potential for good properties is the linear recurrence with a carry (Couture and L Ecuyer 1995; Marsaglia 1994): xn = a 1 xn Gamma1 Delta Delta Delta a k xn Gammak c n Gamma1 ) mod b; c n = a 1 xn Gamma1 Delta Delta Delta a k xn Gammak c n Gamma1 ) div b; un = xn =b: where div is the integer division, b can be a power of two, and c n is called the carry at step n. This socalled ....
Marsaglia, G. 1994. Yet another rng. Posted to the electronic billboard sci.stat.math, August 1.
Search Algorithms For Fcsr - Architectures And Properties (Correct)
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Marsaglia G. (1994) `yet another rng', posted to the Usenet newsgroup sci.stat.math, August 1, 1994.
Random Number Generation - L'Ecuyer (Correct)
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Marsaglia, G. (1994). Yet another rng. Posted to the electronic billboard sci.stat.math, August 1.
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