Spectral Analysis of the MIXMAX Random Number Generators
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DOI: 10.1287/ijoc.2018.0878
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References listed on IDEAS
- Savvidy, Konstantin & Savvidy, George, 2016. "Spectrum and entropy of C-systems MIXMAX random number generator," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 33-38.
- L’Ecuyer, Pierre & Munger, David & Oreshkin, Boris & Simard, Richard, 2017. "Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 135(C), pages 3-17.
- 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.
- 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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Keywords
random number generators; matrix linear congruential generators; lattice structure; spectral test; simulation;All these keywords.
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