InforLorV4, Main, Exploration, bibRecord, 007D63

Random number generators with period divisible by a Mersenne prime

Identifieur interne : 007D63 ( Main/Exploration ); précédent : 007D62; suivant : 007D64

Random number generators with period divisible by a Mersenne prime

Auteurs : Richard Brent [France] ; Paul Zimmermann [France]

Source :

RBID : Hal:inria-00099723

Descripteurs français

mix :
- mersenne prime, nombre aleatoire, nombre de mersenne, random number.

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.

Url:

https://hal.inria.fr/inria-00099723

Affiliations:

Links toward previous steps (curation, corpus...)

to stream Hal, to step Corpus: 003F32
to stream Hal, to step Curation: 003F32
to stream Hal, to step Checkpoint: 005373
to stream Main, to step Merge: 008208
to stream Main, to step Curation: 007D63

Le document en format XML

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Random number generators with period divisible by a Mersenne prime

Random number generators with period divisible by a Mersenne prime

Source :

Descripteurs français

Abstract

Links toward previous steps (curation, corpus...)

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri