ACORN—A new method for generating sequences of uniformly distributed Pseudo-random Numbers
| Autor: | R. S. Wikramaratna |
|---|---|
| Rok vydání: | 1989 |
| Předmět: |
Pseudorandom number generator
Numerical Analysis Physics and Astronomy (miscellaneous) Applied Mathematics Acorn Chebyshev filter Computer Science Applications Computational Mathematics Modeling and Simulation Long period Period length Algorithm Computer Science::Formal Languages and Automata Theory Statistical hypothesis testing Mathematics |
| Zdroj: | Journal of Computational Physics. 83:16-31 |
| ISSN: | 0021-9991 |
| DOI: | 10.1016/0021-9991(89)90221-0 |
| Popis: | A new family of pseudo-random number generators, the ACORN (additive congruential random number) generators, is proposed. The resulting numbers are distributed uniformly in the interval [0, 1). The ACORN generators are defined recursively, and the (k + 1)th order generator is easily derived from the kth order generator. Some theorems concerning the period length are presented and compared with existing results for linear congruential generators. A range of statistical tests are applied to the ACORN generators, and their performance is compared with that of the linear congruential generators and the Chebyshev generators. The tests show the ACORN generators to be statistically superior to the Chebyshev generators, while being statistically similar to the linear congruential generators. However, the ACORN generators execute faster than linear congruential generators for the same statistical faithfulness. The main advantages of the ACORN generator are speed of execution, long period length, and simplicity of coding. |
| Databáze: | OpenAIRE |
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