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A new algorithm called Mersenne Twister (MT) is proposed for generating uniform pseudorandom numbers. For a particular choice of parameters, the algorithm provides a super astronomical period of 2 19937 −1 and 623-dimensional equidistribution up to 32-bit accuracy, while using a working area of...
We propose an extremely simple and explicit construction of cellular automata (CA) generating pseudorandom m -sequences, which consist of only one type of cells. This construction has advantages over the previous researches in the following points. (1) There is no need to search for primitive...
In this article, we present a new approach to assessing uniform random number generators, the weighted spectral test , or diaphony . In contrast to the usual spectral test the weighted spectral test is not limited to random number generators with a lattice structure. Its computational complexity...
We present a spectral test analysis of full-period subsequences with small step sizes generated by well-known linear congruential pseudorandom number generators. Subsequences may occur in certain simulation problems or as a method to get parallel streams of pseudorandom numbers. Applying the...
This article introduces Latin supercube sampling (LSS) for very high-dimensional simulations such as arise in particle transport, finance, and queueing. LSS is developed as a combination of two widely used methods: Latin hypercube sampling (LHS) and quasi-Monte Carlo (QMC). In LSS, the input...
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