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Article #796

pseudo random numbers

#796
From: stephen j uurtamo
Date: Thu, 21 Jan 1993 15:33
19 lines
1268 bytes
Howdy.  Could any of you give me good references to some good pseudo random
number generators?  They should have the following characteristics:

(1) Be easy to implement in C (Or already exists fast C code).
(2) The period should be scalable to fairly large values (10^20 or so).
(3) The motivation behind the prng should be well documented and rigorous.
    (i.e. linear congruential prng would be documented in papers on finite
    fields.  I actually need the straight skinny on why people think that
    these are any good.)

If any of you know of some pretty good prng with these characteristics (and
can send me references) I would really appreciate it.  I don't recognize most
of the prng mentioned by name in this group, so I'm a little lost. (If this is
in a FAQ then you can shoot me.)

Thanks in advance.

steve
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From: uurtamos@helium.gas.uug.arizona.edu (stephen j uurtamo )
Newsgroups: sci.math.stat
Subject: pseudo random numbers
Message-ID: <1993Jan21.153350.1143@organpipe.uug.arizona.edu>
Date: 21 Jan 93 15:33:50 GMT
Sender: uurtamo@math.arizona.edu
Distribution: usa
Organization: UofA Mathematics Department
Lines: 19