InforLorV4, PascalFrancis, Corpus, bibRecord, 000790

Random number generators with period divisible by a Mersenne prime

Identifieur interne : 000790 ( PascalFrancis/Corpus ); précédent : 000789; suivant : 000791

Random number generators with period divisible by a Mersenne prime

Auteurs : Richard P. Brent ; Paul Zimmermann

Source :

Lecture notes in computer science [ 0302-9743 ] ; 2003.

RBID : Pascal:03-0297817

Descripteurs français

Pascal (Inist)
- Génération nombre aléatoire, Analyse statistique, Générateur nombre aléatoire, Nombre pseudoaléatoire.

English descriptors

KwdEn :
- Pseudorandom number, Random number generation, Random number generators, Statistical analysis.

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.

Notice en format standard (ISO 2709)

Pour connaître la documentation sur le format Inist Standard.

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A05				`@2 2667`
A08	`01`	`1`	`ENG`	`@1 Random number generators with period divisible by a Mersenne prime`
A09	`01`	`1`	`ENG`	`@1 ICCSA 2003 : computational science and its applications : Montréal, 18-21 May 2003`
A11	`01`	`1`		`@1 BRENT (Richard P.)`
A11	`02`	`1`		`@1 ZIMMERMANN (Paul)`
A12	`01`	`1`		`@1 KUMAR (Vipin) @9 ed.`
A12	`02`	`1`		`@1 GAVRILOVA (Marina L.) @9 ed.`
A12	`03`	`1`		`@1 TAN (Chih Jeng Kenneth) @9 ed.`
A12	`04`	`1`		`@1 L'ECUYER (Pierre) @9 ed.`
A14	`01`			`@1 Oxford University Computing Laboratory, Wolfson Building, Parks Road @2 Oxford OX1 3QD @3 GBR @Z 1 aut.`
A14	`02`			`@1 LORIA/INRIA Lorraine 615 rue du jardin botanique BP 101 @2 54602 Villers-lès-Nancy @3 FRA @Z 2 aut.`
A20				`@2 Part I, 1-10`
A21				`@1 2003`
A23	`01`			`@0 ENG`
A26	`01`			`@0 3-540-40156-3`
A43	`01`			`@1 INIST @2 16343 @5 354000108546370010`
A44				`@0 0000 @1 © 2003 INIST-CNRS. All rights reserved.`
A45				`@0 53 ref.`
A47	`01`	`1`		`@0 03-0297817`
A60				`@1 P @2 C`
A61				`@0 A`
A64	`01`	`1`		`@0 Lecture notes in computer science`
A66	`01`			`@0 DEU`
C01	`01`		`ENG`	@0 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.
C02	`01`	`X`		`@0 001D02A05`
C03	`01`	`X`	`FRE`	`@0 Génération nombre aléatoire @5 01`
C03	`01`	`X`	`ENG`	`@0 Random number generation @5 01`
C03	`01`	`X`	`SPA`	`@0 Generación número aleatorio @5 01`
C03	`02`	`X`	`FRE`	`@0 Analyse statistique @5 02`
C03	`02`	`X`	`ENG`	`@0 Statistical analysis @5 02`
C03	`02`	`X`	`SPA`	`@0 Análisis estadístico @5 02`
C03	`03`	`3`	`FRE`	`@0 Générateur nombre aléatoire @5 03`
C03	`03`	`3`	`ENG`	`@0 Random number generators @5 03`
C03	`04`	`X`	`FRE`	`@0 Nombre pseudoaléatoire @5 04`
C03	`04`	`X`	`ENG`	`@0 Pseudorandom number @5 04`
C03	`04`	`X`	`SPA`	`@0 Número seudo aleatorio @5 04`
N21				`@1 195`
N82				`@1 PSI`

A30	`01`	`1`	`ENG`	`@1 International conference on computational science and its applications @3 Montréal PQ CAN @4 2003-05-18`

Format Inist (serveur)

NO :	PASCAL 03-0297817 INIST
ET :	Random number generators with period divisible by a Mersenne prime
AU :	BRENT (Richard P.); ZIMMERMANN (Paul); KUMAR (Vipin); GAVRILOVA (Marina L.); TAN (Chih Jeng Kenneth); L'ECUYER (Pierre)
AF :	Oxford University Computing Laboratory, Wolfson Building, Parks Road/Oxford OX1 3QD/Royaume-Uni (1 aut.); LORIA/INRIA Lorraine 615 rue du jardin botanique BP 101/54602 Villers-lès-Nancy/France (2 aut.)
DT :	Publication en série; Congrès; Niveau analytique
SO :	Lecture notes in computer science; ISSN 0302-9743; Allemagne; Da. 2003; Vol. 2667; Part I, 1-10; Bibl. 53 ref.
LA :	Anglais
EA :	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.
CC :	001D02A05
FD :	Génération nombre aléatoire; Analyse statistique; Générateur nombre aléatoire; Nombre pseudoaléatoire
ED :	Random number generation; Statistical analysis; Random number generators; Pseudorandom number
SD :	Generación número aleatorio; Análisis estadístico; Número seudo aleatorio
LO :	INIST-16343.354000108546370010
ID :	03-0297817

Links to Exploration step

Pascal:03-0297817

Le document en format XML

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<ET>Random number generators with period divisible by a Mersenne prime</ET>
<AU>BRENT (Richard P.); ZIMMERMANN (Paul); KUMAR (Vipin); GAVRILOVA (Marina L.); TAN (Chih Jeng Kenneth); L'ECUYER (Pierre)</AU>
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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

English descriptors

Abstract

Notice en format standard (ISO 2709)

Format Inist (serveur)

Links to Exploration step

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri