A search for good multiple recursive random number generators

We report the results of an extensive computer search for good multiple recursive generators, in terms of their lattice structure and implementation speed. Those generators are a little slower than the usual linear congruential generators, but have much longer periods and much better statistical properties. We provide specific parameter sets for 32-bit, 48-bit, and 64-bit computers. We also explain how to build efficient portable implementations and give examples of computer codes in Pascal and C.

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