Conversion of Mersenne Twister to double-precision floating-point numbers
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DOI: 10.1016/j.matcom.2018.08.006
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References listed on IDEAS
- Pierre L’Ecuyer & François Panneton, 2009. "F2-Linear Random Number Generators," International Series in Operations Research & Management Science, in: Christos Alexopoulos & David Goldsman & James R. Wilson (ed.), Advancing the Frontiers of Simulation, pages 169-193, Springer.
- Pierre L'Écuyer & Jean-François Cordeau & Richard Simard, 2000. "Close-Point Spatial Tests and Their Application to Random Number Generators," Operations Research, INFORMS, vol. 48(2), pages 308-317, April.
- Pierre L'Ecuyer & Richard Simard, 2014. "On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 26(3), pages 449-460, August.
- L’Ecuyer, Pierre & Simard, Richard, 2001. "On the performance of birthday spacings tests with certain families of random number generators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 55(1), pages 131-137.
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Cited by:
- Akahori, Jirô & Kinuya, Masahiro & Sawai, Takashi & Yuasa, Tomooki, 2021. "An efficient weak Euler–Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 540-565.
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Keywords
Random number generation; Mersenne Twister; Equidistribution; Statistical test;All these keywords.
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