A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method

Marsaglia and Maclaren combined two linear congruential generators in order to produce a pseudo random number sequence uniformly distributed in the range [0,2³⁵]. Their method is a considerable improvement compared with the primitive linear congruential method at the cost of greater generation time. In this thesis, a simple modification of the Marsaglia-Maclaren method is presented in which there is an alleviation of the increased generation time, and a slight further increase in randomness. The modified generator is tested extensively in a variety of statistical tests and simulation problems.

Grantor dc:publisher.institution

Department of Computer Science

Year dc:date.issued

1974

Author dc:creator

• Ioannou, Ioannis Elias

Advisor dc:contributor.advisor

• Brundrit, Geoff

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/17734

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/17734