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ID 15038
file
creator
Panneton, François
L'Ecuyer, Pierre
subject
GFSR linear recurrence modulo 2
Linear feedback shift register
Mersenne twister
Random number generation
NDC
Mathematics
abstract
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.
journal title
ACM Transactions on Mathematical Software
volume
Volume 32
issue
Issue 1
start page
1
end page
16
date of issued
2006
publisher
ACM
issn
0098-3500
ncid
publisher doi
language
eng
nii type
Journal Article
HU type
Journal Articles
DCMI type
text
format
application/pdf
text version
author
rights
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
relation is version of URL
http://dx.doi.org/10.1145/1132973.1132974
department
Graduate School of Science