Concepedia

A random number generator based on the combination of four LCGs

Pierre L’Ecuyer, Terry Andres

Mathematics and Computers in Simulation · 1997 · 90 citations · 15 references

DOI

Concepts

References

15

Simulation Modeling and Analysis.

Mark J. Schervish, Averill M. Law, W. David Kelton · Journal of the American Statistical Association · 1983 · 8.9K citations

, , +17

The Art of Computer Programming. Volume 2: Seminumerical Algorithms.

Olga Taussky, Donald E. Knuth · American Mathematical Monthly · 1970 · 3.9K citations

, , +13

Simulation modeling and analysis

Journal of Manufacturing Systems · 1999 · 3.8K citations

, , +11

Algorithm AS 183: An Efficient and Portable Pseudo-Random Number Generator

Brian Wichmann, I. D. Hill · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1982 · 626 citations

, , +8

Efficient and portable combined random number generators

Pierre L’Ecuyer · Communications of the ACM · 1988 · 487 citations · Full text

, , +9