Design, Search and Implementation of High-dimension, Efficient, Long-cycle and Portable Uniform Random Variate Generator

Author(s): Deng, Lih-Yuan; Xu, Hong Q | Abstract: We propose a system of multiple recursive generators of modulus p and order k where all nonzero coefficients of the recurrence are equal. The advantage of this property is that a single multipli- cation is needed to compute the recurrence, so the generator would run faster than the general case. For p = 231 − 1, the most popular modulus used, we provide tables of specific parameter values yielding maximum period for recurrence of order k = 102 and 120. For p = 231 55719 and k = 1511, we have found generators with a period length approximately 1014100.5 .

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