Generating good pseudo-random numbers

  • Authors:
  • B. A. Wichmann;I. D. Hill

  • Affiliations:
  • National Physical Laboratory, Teddington, TW11 0LW, UK;Chorleywood, UK

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2006

Quantified Score

Hi-index 0.03

Visualization

Abstract

A widely used pseudo-random number generator has been shown to be inadequate by today's standards. In producing a revised generator, extensive use has been made of a test package TestU01 for random number generators. Using this, criteria have been devised for the revised generator-also other high-quality generators have been identified. Facilities have been devised to allow the new generator to be used in a highly parallel environment, which is likely to be a feature of many future applications.