Random number generators with period divisible by a Mersenne prime
Identifieur interne : 003F32 ( Hal/Curation ); précédent : 003F31; suivant : 003F33Random number generators with period divisible by a Mersenne prime
Auteurs : Richard Brent [France] ; Paul Zimmermann [France]Source :
Descripteurs français
Abstract
Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational finance. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on ``almost primitive'' trinomials, that is trinomials having a large primitive factor. They enable very fast vector/parallel implementations with excellent statistical properties.
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number</term></keywords></textClass></profileDesc></teiHeader><front><div type="abstract" xml:lang="en">Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational finance. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on ``almost primitive'' trinomials, that is trinomials having a large primitive factor. They enable very fast vector/parallel implementations with excellent statistical properties.</div></front></TEI><hal api="V3"><titleStmt><title xml:lang="en">Random number generators with period divisible by a Mersenne prime</title><author role="aut"><persName><forename type="first">Richard</forename><forename type="middle">P.</forename><surname>Brent</surname></persName><email></email><idno type="halauthor">130966</idno><affiliation ref="#struct-23639"></affiliation></author><author role="aut"><persName><forename type="first">Paul</forename><surname>Zimmermann</surname></persName><email></email><idno type="idhal">paul-zimmermann</idno><idno type="halauthor">129979</idno><orgName ref="#struct-300009"></orgName><affiliation ref="#struct-2364"></affiliation></author><editor role="depositor"><persName><forename>Publications</forename><surname>Loria</surname></persName><email>publications@loria.fr</email></editor></titleStmt><editionStmt><edition n="v1" type="current"><date type="whenSubmitted">2006-09-26 09:40:41</date><date type="whenModified">2016-05-19 01:09:34</date><date type="whenReleased">2006-09-28 15:22:46</date><date type="whenProduced">2003</date></edition><respStmt><resp>contributor</resp><name key="108626"><persName><forename>Publications</forename><surname>Loria</surname></persName><email>publications@loria.fr</email></name></respStmt></editionStmt><publicationStmt><distributor>CCSD</distributor><idno type="halId">inria-00099723</idno><idno type="halUri">https://hal.inria.fr/inria-00099723</idno><idno type="halBibtex">brent:inria-00099723</idno><idno type="halRefHtml">Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre l'Ecuyer. International Conference on Computational Science and its Applications - ICCSA'2003, 2003, Montreal, Canada, Springer, 2667, pp.1-10, 2003, Lecture Notes in Computer Science</idno><idno type="halRef">Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre l'Ecuyer. 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Gavrilova, Chih Jeng Kenneth Tan, Pierre l'Ecuyer</editor><imprint><publisher>Springer</publisher><biblScope unit="serie">Lecture Notes in Computer Science</biblScope><biblScope unit="volume">2667</biblScope><biblScope unit="pp">1-10</biblScope><date type="datePub">2003</date></imprint></monogr></biblStruct></sourceDesc><profileDesc><langUsage><language ident="en">English</language></langUsage><textClass><keywords scheme="author"><term xml:lang="fr">nombre aleatoire</term><term xml:lang="fr">mersenne prime</term><term xml:lang="fr">random number</term><term xml:lang="fr">nombre de mersenne</term></keywords><classCode scheme="halDomain" n="info.info-oh">Computer Science [cs]/Other [cs.OH]</classCode><classCode scheme="halTypology" n="COMM">Conference papers</classCode></textClass><abstract xml:lang="en">Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational finance. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on ``almost primitive'' trinomials, that is trinomials having a large primitive factor. They enable very fast vector/parallel implementations with excellent statistical properties.</abstract></profileDesc></hal></record>Pour manipuler ce document sous Unix (Dilib)
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