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ID 15038
本文ファイル
著者
Panneton, François
L'Ecuyer, Pierre
キーワード
GFSR linear recurrence modulo 2
Linear feedback shift register
Mersenne twister
Random number generation
NDC
数学
抄録(英)
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.
掲載誌名
ACM Transactions on Mathematical Software
32巻
1号
開始ページ
1
終了ページ
16
出版年月日
2006
出版者
ACM
ISSN
0098-3500
NCID
出版者DOI
言語
英語
NII資源タイプ
学術雑誌論文
広大資料タイプ
学術雑誌論文
DCMIタイプ
text
フォーマット
application/pdf
著者版フラグ
author
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
関連情報URL(IsVersionOf)
http://dx.doi.org/10.1145/1132973.1132974
部局名
理学研究科