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Efficient multiply-with-carry random number generators with maximal period
Goresky M., Klapper A. ACM Transactions on Modeling and Computer Simulation13 (4):310-321,2003.Type:Article
Date Reviewed: Jan 15 2004

A pseudorandom number generator for high-speed simulation and Monte Carlo integration should have an enormous period, exhibit uniform distribution of d-tuples and a good structure in high dimensions, and be efficiently computable. In this largely expository paper, the authors propose a modification of the multiply-with-carry random number generators of Marsaglia [1] and Couture and L’Ecuyer [2] to obtain sequences with maximum period and efficient computability. These generators are analyzed using a simple, but powerful algebraic technique involving b-adic numbers.

Reviewer:  P.R. Parthasarathy Review #: CR128929 (0406-0702)
1) Marsaglia, G. The mathematics of random number generators. In The unreasonable effectiveness of number theory, 46. American Mathematical Society, Providence, RI, 1992, 73 –90.
2) Couture, R.; L’Ecuyer, P. Distribution properties of multiply-with-carry random number generators. Math. Comput. 66, (1997), 591–607.
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Recurrences And Difference Equations (G.2.1 ... )
 
 
General (I.6.0 )
 
 
Probability And Statistics (G.3 )
 
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