Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
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Abstract
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DOI: 10.1287/opre.47.1.159
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References listed on IDEAS
- 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.
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Cited by:
- Schlottmann, Frank & Seese, Detlef, 2004. "A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 373-399, September.
- 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.
- Gerald P. Dwyer & K. B. Williams, 1999. "Portable random number generators," FRB Atlanta Working Paper 99-14, Federal Reserve Bank of Atlanta.
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Keywords
simulation; random number generation; multiple recursive; combined generators; lattice structure; spectral test;All these keywords.
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