Serial and Parallel Random Number Generation

[1]  G. Marsaglia.  The Structure of Linear Congruential Sequences , 1972 .

[2]  Michael Mascagni.  Parallel Linear Congruential Generators with Prime Moduli , 1998, Parallel Comput..

[3]  Jun Makino,et al.  Lagged-Fibonacci Random Number Generators on Parallel Computers , 1994, Parallel Comput..

[4]  Joël Rivat,et al.  Computing pi(x): the Meissel, Lehmer, Lagarias, Miller, Odlyzko method , 1996, Math. Comput..

[5]  Michael Mascagni,et al.  Parallel Pseudorandom Number Generation Using Additive Lagged-Fibonacci Recursions , 1995 .

[6]  Y. Maday,et al.  Analysis of spectral projectors in one-dimensional domains , 1990 .

[7]  A. Matteis,et al.  Parallelization of random number generators and long-range correlations , 1988 .

[8]  G. Marsaglia,et al.  Matrices and the structure of random number sequences , 1985 .

[9]  K. F. Roth.  On irregularities of distribution , 1954 .

[10]  H. Niederreiter,et al.  Statistical independence properties of pseudorandom vectors produced by matrix generators , 1990 .

[11]  I. Sloan.  Lattice Methods for Multiple Integration , 1994 .

[12]  Harald Niederreiter,et al.  Random number generation and Quasi-Monte Carlo methods , 1992, CBMS-NSF regional conference series in applied mathematics.

[13]  Pierre L'Ecuyer,et al.  Random numbers for simulation , 1990, CACM.

[14]  Burton J. Smith,et al.  Pseudo-random trees in Monte Carlo , 1984, Parallel Comput..

[15]  H. Niederreiter.  Low-discrepancy and low-dispersion sequences , 1988 .

[16]  W. Schmidt.  Equations over Finite Fields: An Elementary Approach , 1976 .

[17]  J. L. Selfridge,et al.  Factorizations of b[n]±1, b=2, 3, 5, 6, 7, 10, 11, 12 up to high powers , 1985 .

[18]  Michael Mascagni.  Some Methods of Parallel Pseudorandom Number Generation , 1999 .

[19]  Jürgen Lehn,et al.  A non-linear congruential pseudo random number generator , 1986 .

[20]  Miron Livny,et al.  Condor-a hunter of idle workstations , 1988, [1988] Proceedings. The 8th International Conference on Distributed.

[21]  Michael Mascagni,et al.  Techniques for Testing the Quality of Parallel Pseudorandom Number Generators , 1995, PPSC.

[22]  A. De Matteis,et al.  Long-range correlations in linear and nonlinear random number generators , 1990, Parallel Comput..

[23]  Lauwerens Kuipers,et al.  Uniform distribution of sequences , 1974 .

[24]  H. Faure.  Discrépance de suites associées à un système de numération (en dimension s) , 1982 .

[25]  R. Tausworthe.  Random Numbers Generated by Linear Recurrence Modulo Two , 1965 .

[26]  Ora E. Percus,et al.  Random Number Generators for MIMD Parallel Processors , 1989, J. Parallel Distributed Comput..

[27]  Harald Niederreiter,et al.  Statistical independence of nonlinear congruential pseudorandom numbers , 1988 .

[28]  Harald Niederreiter,et al.  Implementation and tests of low-discrepancy sequences , 1992, TOMC.

[29]  Pierre L'Ecuyer,et al.  Implementing a random number package with splitting facilities , 1991, TOMS.

[30]  Paul Bratley,et al.  Algorithm 659: Implementing Sobol's quasirandom sequence generator , 1988, TOMS.

[31]  A. Owen,et al.  Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension , 1997 .

[32]  A. De Matteis,et al.  A class of parallel random number generators , 1990, Parallel Comput..

[33]  James L. Massey,et al.  Shift-register synthesis and BCH decoding , 1969, IEEE Trans. Inf. Theory.

[34]  Harald Niederreiter,et al.  On a new class of pseudorandom numbers for simulation methods , 1994 .

[35]  J. Halton.  On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals , 1960 .

[36]  Ted G. Lewis,et al.  Generalized Feedback Shift Register Pseudorandom Number Algorithm , 1973, JACM.

[37]  István Deák,et al.  Uniform random number generators for parallel computers , 1990, Parallel Comput..

[38]  Michael Mascagni,et al.  A Fast, High Quality, and Reproducible Parallel Lagged-Fibonacci Pseudorandom Number Generator , 1995 .

[39]  G. Marsaglia.  Random numbers fall mainly in the planes. , 1968, Proceedings of the National Academy of Sciences of the United States of America.

[40]  Richard P. Brent,et al.  Uniform random number generators for supercomputers , 1992 .

[41]  Jeffrey C. Lagarias,et al.  Computing n(X) the meissel-lehmer method , 1985 .

[42]  S. K. Park,et al.  Random number generators: good ones are hard to find , 1988, CACM.

[43]  Russel E. Caflisch,et al.  A quasi-Monte Carlo approach to particle simulation of the heat equation , 1993 .

[44]  Donald Ervin Knuth,et al.  The Art of Computer Programming, Volume II: Seminumerical Algorithms , 1970 .

[45]  Jerome Spanier,et al.  Quasi-Monte Carlo Methods for Particle Transport Problems , 1995 .

[46]  R. Caflisch.  Monte Carlo and quasi-Monte Carlo methods , 1998, Acta Numerica.

[47]  Michael Mascagni,et al.  Implementation of a portable and reproducible parallel pseudorandom number generator , 1994, Proceedings of Supercomputing '94.

[48]  Harald Niederreiter,et al.  Recent trends in random number and random vector generation , 1991, Ann. Oper. Res..

[49]  Bennett L. Fox,et al.  Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators , 1986, TOMS.