The 64-bit universal RNG
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- Marsaglia, George & Zaman, Arif & Wan Tsang, Wai, 1990. "Toward a universal random number generator," Statistics & Probability Letters, Elsevier, vol. 9(1), pages 35-39, January.
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- Vladimir K. Kaishev & Dimitrina S. Dimitrova, 2009. "Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options," Management Science, INFORMS, vol. 55(3), pages 483-496, March.
- 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.
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Keywords
Random number generators Seeds 64-bit floating point;Statistics
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