On the lattice structure of the add-with-carry and subtract-with-borrow random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Testing random number generators
WSC '92 Proceedings of the 24th conference on Winter simulation
A search for good multiple recursive random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Linear cryptanalysis method for DES cipher
EUROCRYPT '93 Workshop on the theory and application of cryptographic techniques on Advances in cryptology
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
A random number generator based on the combination of four LCGs
Mathematics and Computers in Simulation - Special issue: papers presented at the MSSA/IMACS 11th biennial conference on modelling and simulation
Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Algorithm 806: SPRNG: a scalable library for pseudorandom number generation
ACM Transactions on Mathematical Software (TOMS)
An Object-Oriented Random-Number Package with Many Long Streams and Substreams
Operations Research
Sum-discrepancy test on pseudorandom number generators
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
Large-Scale Design Space Exploration of SSA
CMSB '08 Proceedings of the 6th International Conference on Computational Methods in Systems Biology
A flexible and scalable experimentation layer
Proceedings of the 40th Conference on Winter Simulation
A plug-in-based architecture for random number generation in simulation systems
Proceedings of the 40th Conference on Winter Simulation
Probabilistic population projection with JAMES II
Winter Simulation Conference
SFMT pseudo random number generator for Erlang
Proceedings of the 10th ACM SIGPLAN workshop on Erlang
Parallel random numbers: as easy as 1, 2, 3
Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis
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We demonstrate that a majority of modern random number generators, such as the newest version of rand.c, ranlux, and combined multiple recursive generators, have some manifest correlations in their outputs if the initial state is filled up using another linear recurrence with similar modulus. Among 58 available generators in the GNU scientific library, 40 show such defects. This is not because of the recursion, but because of carelessly chosen initialization schemes in the implementations. A good initialization scheme eliminates this phenomenon.