ACM Home Page
Please provide us with feedback. Feedback
Random number generators: good ones are hard to find
Full text PdfPdf (1.15 MB)
Source
Communications of the ACM archive
Volume 31 ,  Issue 10  (October 1988) table of contents
Pages: 1192 - 1201  
Year of Publication: 1988
ISSN:0001-0782
Authors
Publisher
ACM  New York, NY, USA
Bibliometrics
Downloads (6 Weeks): 98,   Downloads (12 Months): 750,   Citation Count: 94
Additional Information:

abstract   references   cited by   index terms   collaborative colleagues  

Tools and Actions: Request Permissions Request Permissions    Review this Article  
DOI Bookmark: Use this link to bookmark this Article: http://doi.acm.org/10.1145/63039.63042
What is a DOI?

ABSTRACT

Practical and theoretical issues are presented concerning the design, implementation, and use of a good, minimal standard random number generator that will port to virtually all systems.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
 
2
 
3
4
 
5
 
6
 
7
 
8
Fishman, G.S., and Moore, L.R. A statistical evaluation of multiplicative congruential random number generators with modulus 23~ - 1. J. Am. Stat. Assoc. 77, 377 {Mar. 1982), 129-136.
 
9
 
10
 
11
Gilbert, J.R. The University of Sheffield Pascal System for Prime Computers. University of Sheffield, Sheffield, England, 1987, p. 10.
 
12
 
13
 
14
Hoaglin, D.C. Theoretical properties of congruential randomnumber generators: An empirical view. Memo NS-340. Dept. of Statistics, Harvard University, Cambridge, Mass., 1976.
 
15
Hull, T.T., and Dobell, A.R. Random number generators. SIAM Rev. 4 (July 1962), 230-254.
16
 
17
IMSL Stat/Library User's Manual. IMSL, Houston, Tex., 1987, pp. 947-951.
 
18
 
19
 
20
 
21
 
22
 
23
24
 
25
 
26
Lehmer, D.H. Mathematical methods in large-scale computing units. Annu. Comput. Lab. Harvard Univ. 26 (1951), 141-146.
 
27
Lewis, P.A., Goodman, A.S., and Miller, J.M. A pseudo-random number generator for the System/360. IBM Syst. J. 8, 2 (1969), 136-146.
28
 
29
MacModuta-2 System Reference Manual. Modula Corporation, 1985, p. 41.
 
30
Marsaglia, G. Random numbers fall mainly in the planes. Natl. Acad. Sci. Prec. 61 (Sept. 1968), 25-28.
31
 
32
Maryanski, F. Digital Computer Simulation. Hayden, Rochelle Park, N.J., 1980, pp. 224-230.
 
33
Moffat, D.V. Common Algorithms in Pascal. Prentice-Hall, Englewood Cliffs, N.J., 1984, pp. 201-203.
 
34
Motluzzo, J.C., and Buckely, F. Discrete Mathematics. Wadsworth, Belmont, Calif., 1986, pp. 219-221.
 
35
 
36
37
 
38
SAS User's Guide: Basics, Version 5 Edition. SAS Institute Inc., Cary, N.C., 1985, pp. 278-280.
 
39
Sauer, C.H., and Chandy, K.M. Computer Systems Performance Modeling. Prentice-Hall, Englewood Cliffs, N.J., 1981, pp. 195-199.
 
40
41
 
42
SLAM I1 Installation and Operations Guide, Version 3.2. Pritsker and Associates, West Lafayette, Ind., 1986, pp. 3.4-3.9.
 
43
 
44
Subroutines Reference Guide. 3rd Ed. Prime Computer, Natick, Mass., 1984, p. 12.45.
 
45
System/360 Scientific Subroutine Package, Version IlL Programmer's Manual. IBM, White Plains, New York, 1968, p. 77.
 
46
Turbo Pascal, Version 3.0. Borland International, Scotts Valley, Calif., 1986.
 
47
Wichmann, B.A., and Hill, I.D. An efficient and portable pseudorandom number generator. Appl. Stat, 31 (1982), 188-190.

CITED BY  94

Collaborative Colleagues:
S. K. Park: colleagues
K. W. Miller: colleagues