Abstract

The equidistribution property is studied for the generators of the MRG type. A new algorithm for generating uniform pseudorandom numbers is proposed. The theory of the generator, including detailed study of its geometric and statistical properties, in particular, proofs of periodic properties and of statistical independence of bits at distances up to logarithm of mesh size, is presented. Extensive statistical testing using available test packages demonstrates excellent results, while the speed of the generator is comparable to other modern generators.

Date

2012

Authors

L Yu Barash

Conference

Monte Carlo and Quasi-Monte Carlo Methods 2010

Pages

265-280

Publisher

Springer Berlin Heidelberg