Implementing a random number package with splitting facilities

ABSTRACT

A portable set of software tools is described for uniform random variates generation. It provides for multiple generators running simultaneously, and each generator has its sequence of numbers partitioned into many long (disjoint) substreams. Simple procedure calls allow the user to make any generator “jump” ahead to the beginning of its next substream, back to the beginning of its current substream, or back to the beginning of its first substream.… Implementation issues are discussed.…A Pascal implementation for 32-bit computers is described. —From the Authors' Abstract

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INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.3 PROBABILITY AND STATISTICS
      Subjects: Random number generation

Additional Classification:
  G. Mathematics of Computing

General Terms:
Algorithms, Performance

Keywords:
combined generators, disjoint streams, portability, repeatability