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Theoretical analyses of forward and backward heuristics of multiple recursive random number generators

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  • Tang, Hui-Chin

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  • Tang, Hui-Chin, 2006. "Theoretical analyses of forward and backward heuristics of multiple recursive random number generators," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1760-1768, November.
    • Handle: RePEc:eee:ejores:v:174:y:2006:i:3:p:1760-1768
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    References listed on IDEAS

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    1. Hui-Chin Tang & Chiang Kao, 2004. "Searching for Good Multiple Recursive Random Number Generators via a Genetic Algorithm," INFORMS Journal on Computing, INFORMS, vol. 16(3), pages 284-290, August.
    2. Marsaglia, George & Tsang, Wai Wan, 2004. "The 64-bit universal RNG," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 183-187, January.
    3. Dwyer, Gerald Jr. & Williams, K. B., 2003. "Portable random number generators," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 645-650, February.
    4. Gerald P. Dwyer, Jr. & K. B. Williams, "undated". "Random Number Generators," Computing in Economics and Finance 1997 157, Society for Computational Economics.
    5. Hui-Chin Tang, 2003. "Using an adaptive genetic algorithm with reversals to find good second-order multiple recursive random number generators," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 57(1), pages 41-48, April.
    6. Pierre L'Ecuyer & Raymond Couture, 1997. "An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 9(2), pages 206-217, May.
    7. Barry L. Nelson, 2004. "50th Anniversary Article: Stochastic Simulation Research in Management Science," Management Science, INFORMS, vol. 50(7), pages 855-868, July.
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