Improved long-period generators based on linear recurrences modulo 2

ACM Transactions on Mathematical Software 32 巻 1 号 1-16 頁 2006 発行
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タイトル ( eng )
Improved long-period generators based on linear recurrences modulo 2
作成者
Panneton François
L'Ecuyer Pierre
収録物名
ACM Transactions on Mathematical Software
32
1
開始ページ 1
終了ページ 16
抄録
Fast uniform random number generators with extremely long periods have been defined and implemented based on linear recurrences modulo 2. The twisted GFSR and the Mersenne twister are famous recent examples. Besides the period length, the statistical quality of these generators is usually assessed via their equidistribution properties. The huge-period generators proposed so far are not quite optimal in this respect. In this article, we propose new generators of that form with better equidistribution and "bit-mixing" properties for equivalent period length and speed. The state of our new generators evolves in a more chaotic way than for the Mersenne twister. We illustrate how this can reduce the impact of persistent dependencies among successive output values, which can be observed in certain parts of the period of gigantic generators such as the Mersenne twister.
著者キーワード
GFSR linear recurrence modulo 2
Linear feedback shift register
Mersenne twister
Random number generation
NDC分類
数学 [ 410 ]
言語
英語
資源タイプ 学術雑誌論文
出版者
ACM
発行日 2006
権利情報
Copyright (c) 2006 ACM. This is the author version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version was published in ACM Transactions on Mathematical Software, Vol.32 No.1 ; http://dx.doi.org/10.1145/272991.272995
出版タイプ Author’s Original(十分な品質であるとして、著者から正式な査読に提出される版)
アクセス権 オープンアクセス
収録物識別子
[ISSN] 0098-3500
[DOI] 10.1145/1132973.1132974
[NCID] AA00502525
[DOI] http://dx.doi.org/10.1145/1132973.1132974 ~の異版である