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Conference Papers Year : 2003

Random number generators with period divisible by a Mersenne prime

Abstract

Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational finance. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on ``almost primitive'' trinomials, that is trinomials having a large primitive factor. They enable very fast vector/parallel implementations with excellent statistical properties.

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Other [cs.OH]
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Dates and versions

inria-00099723 , version 1 (26-09-2006)

Identifiers

  • HAL Id : inria-00099723 , version 1

Cite

Richard P. Brent, Paul Zimmermann. Random number generators with period divisible by a Mersenne prime. International Conference on Computational Science and its Applications - ICCSA'2003, 2003, Montreal, Canada, pp.1-10. ⟨inria-00099723⟩
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