K. Entacher and P. Hellekalek. Parallel stochastic simulation: inversive pseudorandom number generators. In this volume.  Home/Search   Document Not in Database   Summary   Related Articles

....generators: empirical results Workpackage WP5.1.2.1. 2 Karl Entacher and Hannes Leeb Department of Mathematics, University of Salzburg, Austria CONTENTS PACT Abstract Inversive congruential generators have many attractive theoretical properties (see the contribution of Entacher and Hellekalek [6] in this volume) However, it is still unknown if and in what respect the new generators are superior to the traditional ones in real world stochastic simulations. In this paper, we study the behavior of linear congruential and inversive congruential random number generators in stringent ....

....to be independent of the choice of parameter. In Sections 2, 3, and 4, we give a description of our tests and a selection of representative test results 2 . Section 5 summarizes the observed phenomena and gives a brief discussion. 1 For a description of these random number generators, see [6] in this volume and the references given therein. 2 The complete collection of results can be accessed on the internet [1] Parallel Numerics 95 Sorrento, Italy September 27 29, Basic digit test PACT 2 Basic digit test Let (x n ) N Gamma1 n=0 be a sequence of random numbers and let s, k, ....

K. Entacher and P. Hellekalek. Parallel stochastic simulation: inversive pseudorandom number generators. In this volume.

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC