Implementation and analysis of random variate generators in Ada
Journal of Pascal, Ada & Modula-2
A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Efficient and portable combined random number generators
Communications of the ACM
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
Coding the Lehmer pseudo-random number generator
Communications of the ACM
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Communications of the ACM - Special issue on simulation
A search for good multiple recursive random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
SIGMOD '93 Proceedings of the 1993 ACM SIGMOD international conference on Management of data
Efficiency improvement and variance reduction
WSC '94 Proceedings of the 26th conference on Winter simulation
Uniform random number generators: a review
Proceedings of the 29th conference on Winter simulation
Don't trust parallel Monte Carlo!
PADS '98 Proceedings of the twelfth workshop on Parallel and distributed simulation
Linear and inversive pseudorandom numbers for parallel and distributed simulation
PADS '98 Proceedings of the twelfth workshop on Parallel and distributed simulation
Uniform random number generators
Proceedings of the 30th conference on Winter simulation
Algorithm 806: SPRNG: a scalable library for pseudorandom number generation
ACM Transactions on Mathematical Software (TOMS)
Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r
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
Parallel Monte Carlo Methods for Derivative Security Pricing
NAA '00 Revised Papers from the Second International Conference on Numerical Analysis and Its Applications
Parallel linear congruential generators with Sophie-Germain moduli
Parallel Computing
WSC '05 Proceedings of the 37th conference on Winter simulation
Modular implementation of adaptive decisions in stochastic simulations
Proceedings of the 2009 ACM symposium on Applied Computing
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A portable set of software tools is described for uniform randomvariates generation. It provides for multiple generators runningsimultaneously, and each generator has its sequence of numberspartitioned into many long (disjoint) substreams. Simple procedure callsallow the user to make any generator “jump” ahead to thebeginning of its next substream, back to the beginning of its currentsubstream, or back to the beginning of its first substream.…Implementation issues are discussed.…A Pascal implementation for32-bit computers is described.—From the Authors' Abstract