Efficient multiply-with-carry random number generators with maximal period

  • Authors:
  • Mark Goresky;Andrew Klapper

  • Affiliations:
  • Institute for Advanced Study, Princeton, NJ;University of Kentucky, Lexington, KY

  • Venue:
  • ACM Transactions on Modeling and Computer Simulation (TOMACS)
  • Year:
  • 2003

Quantified Score

Hi-index 0.00

Visualization

Abstract

In this (largely expository) article, we propose a simple modification of the multiply-with-carry random number generators of Marsaglia [1994] and Couture and L'Écuyer [1997]. The resulting generators are both efficient (since they may be configured with a base b which is a power of 2) and exhibit maximal period. These generators are analyzed using a simple but powerful algebraic technique involving b-adic numbers.