Monkeys, gambling, and return times: assessing pseudorandomness
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Beware of linear congruential generators with multipliers of the form a = ±2q ±2r
ACM Transactions on Mathematical Software (TOMS)
Getting rid of correlations among pseudorandom numbers: discarding versus tempering
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r
Proceedings of the 32nd conference on Winter simulation
A new class of linear feedback shift register generators
Proceedings of the 32nd conference on Winter simulation
VV&A; IV: validation of trace-driven simulation models: more on bootstrap tests
Proceedings of the 32nd conference on Winter simulation
Proceedings of the 32nd conference on Winter simulation
Proceedings of the 32nd conference on Winter simulation
Software for uniform random number generation: distinguishing the good and the bad
Proceedings of the 33nd conference on Winter simulation
AutoMod: the AutoMod product suite tutorial
Proceedings of the 33nd conference on Winter simulation
Combined random number generator via the generalized Chinese remainder theorem
Journal of Computational and Applied Mathematics
Parallel Monte Carlo Methods for Derivative Security Pricing
NAA '00 Revised Papers from the Second International Conference on Numerical Analysis and Its Applications
Combined generators with components from different families
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
A system of high-dimensional, efficient, long-cycle and portable uniform random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
On the Deng-Lin random number generators and related methods
Statistics and Computing
New simulation methodology for finance: work reduction in financial simulations
Proceedings of the 35th conference on Winter simulation: driving innovation
Efficient and portable multiple recursive generators of large order
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Improved long-period generators based on linear recurrences modulo 2
ACM Transactions on Mathematical Software (TOMS)
Fast random number generators based on linear recurrences modulo 2: overview and comparison
WSC '05 Proceedings of the 37th conference on Winter simulation
Analysis methodology: are we done?
WSC '05 Proceedings of the 37th conference on Winter simulation
An integrated framework for enabling effective data collection and statistical analysis with ns-2
WNS2 '06 Proceeding from the 2006 workshop on ns-2: the IP network simulator
Jackknife estimators for reducing bias in asset allocation
Proceedings of the 38th conference on Winter simulation
Improving confidence in network simulations
Proceedings of the 38th conference on Winter simulation
Generating good pseudo-random numbers
Computational Statistics & Data Analysis
TestU01: A C library for empirical testing of random number generators
ACM Transactions on Mathematical Software (TOMS)
Performance Analysis of Adaptive Admission Control Algorithms for Bandwidth Brokers
Journal of Network and Systems Management
Pseudorandom number generation on the GPU
GH '06 Proceedings of the 21st ACM SIGGRAPH/EUROGRAPHICS symposium on Graphics hardware
Development of a simulation model of colorectal cancer
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation 101 software: workshop and beyond
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Simulating the generic job shop as a multi-agent system
International Journal of Intelligent Systems Technologies and Applications
An efficient architecture for bandwidth Brokers in DiffServ networks
International Journal of Network Management
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
SETA '08 Proceedings of the 5th international conference on Sequences and Their Applications
LEARNING RANDOM NUMBERS: A MATLAB ANOMALY
Applied Artificial Intelligence
E = MC3: managing uncertain enterprise data in a cluster-computing environment
Proceedings of the 2009 ACM SIGMOD International Conference on Management of data
Generating random deviates for a nonstationary fixed-planned rate process
MATH'08 Proceedings of the 13th WSEAS international conference on Applied mathematics
On the Characterization of Product-Form Multiclass Queueing Models with Probabilistic Disciplines
ASMTA '09 Proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications
A parallel search for good lattice points using LLL-spectral tests
Journal of Computational and Applied Mathematics
TCP CERL: congestion control enhancement over wireless networks
Wireless Networks
Performance of folded variance estimators for simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Profile-driven regression for modeling and runtime optimization of mobile networks
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
Mathematics and Computers in Simulation
Efficient computer search of large-order multiple recursive pseudo-random number generators
Journal of Computational and Applied Mathematics
Large-Order Multiple Recursive Generators with Modulus 231-1
INFORMS Journal on Computing
Simulating calls for service for an urban police department
Proceedings of the Winter Simulation Conference
Does the Erlang C model fit in real call centers?
Proceedings of the Winter Simulation Conference
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Combining parallel multiple recursive sequences provides an efficient way of implementing random number generators with long periods and good structural properties. Such generators are statistically more robust than simple linear congruential generators that fit into a computer word. We made extensive computer searches for good parameter sets, with respect to the spectral test, for combined multiple recursive generators of different sizes. We also compare different implementations and give a specific code in C that is faster than previous implementations of similar generators.