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題名:Multiple Recusive Random Number Generators of Orders Two and Three
書刊名:工業工程學刊
作者:高強唐惠欽
作者(外文):Kao, ChiangTang, Huey-chin
出版日期:1998
卷期:15:5
頁次:頁501-506
主題關鍵詞:多階遞迴產生器亂數稀疏佔有性檢定光譜檢定Multiple recursive generatorRandom numberSparse occupancy testSpectral test
原始連結:連回原系統網址new window
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     本文探討二階與三階遞迴亂數產生器之一些特性,同時提出一些啟發式方法,可以有效的搜尋具有良好格子架構的多階遞迴亂數產生器。亂數的齊一性與獨立性採稀疏佔有性檢定,所有跡象均顯示二階與三階遞迴亂數產生器優於傳統所使用的質數乘餘產生器,而三階產生器略優於二階產生器。本文同時推薦一些亂數產生器,特別適用於大規模之模擬研究。
     This paper discusses some important properties of the second order and third order multiple recursive random number (RN) generators. A partial exhaustive search method which is able to effectively find the multiple recursive generators (MRGs) with satisfactory lattice structure for the RNs produced is proposed. Uniformity and independence are examined by the stringent sparse-occupancy tests. Every evidence indicates that the second order and third order MRGs clearly override the traditional prime modulus multiplicative congruential generator in an average sense, and the third order MRG is marginally superior to the second order MRG. Several MRGs suggested in this aper are well suited for large-scale simulation studies.
期刊論文
1.Park, S. K.、Miller, K. W.(1988)。Random number generators: good ones are hard to find。Communications of the Association for Computing Machinery,31,1192-1201。  new window
2.L'Ecuyer, P.、Blouin, F.、Couture, R.(1993)。A search for good multiple recursive random number generators。ACM Transactions on Modeling and Computer Simulation,3,87-98。  new window
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6.Kao, C.、Wong, J. Y.(1994)。Several extensively tested random number generators。Computers Operations Research,21(9),1035-1039。  new window
7.Deng, L. Y.、George, E. O.(1990)。Generation of uniform variates from several nearly uniformly distributed variables。Communication in Statistics,19,145-154。  new window
8.Coveyou, R. R.、MacPherson, R. D.(1967)。Fourier analysis of uniform random number generators。Journal of the ACM,14,100-119。  new window
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11.Fishman, G. S.、Moore, L. R. III.(1986)。An exhaustive analysis of multiplicative congruential random number generators with modulus 231-1。SIAM Journal on Scientific and Statistical Computing,7,24-45。  new window
12.Kao, G.、Wong, J. Y.、Liu, N. J.(1996)。Multiplicative congruential random number generator of order two with modulus 32749。International J. in Computer Simulation,6,513-525。  new window
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16.Wong, J. Y.、Kao, C.、Li, C. C.(1994)。A Study on Prime Modulus Multiplicative Congenital Random Number Generators of Order Two。Journal of the Chinese Industrial Engineers,11(2),9-15。  new window
會議論文
1.Deng, L. Y.、Chu, Y. C.(1991)。Combining random number generators。1991 Winter Simulation Conference,1043-1046。  new window
2.L'Ecuyer, P.(1992)。Testing random number generators。1992 Winter Simulation Conference,305-313。  new window
3.L'Ecuyer, P.、Blouin, F.(1988)。Linear congruential generators of order k>1。1988 Winter Simulation Conference,432-439。  new window
圖書
1.Knuth, D. E.(1981)。The Art of Computer Programming, Vol. 2: semi-numerical algorithms。Reading, MA:Addison-Wesley。  new window
2.SAS Institute Inc.(1982)。SAS User's Guide: Basics。Cary, NC。  new window
3.Cassels, J. W. S.(1959)。An Introduction to the Geometry of Numbers。NY:Springer-Verlag。  new window
4.Law, A. M.、Kelton, W. D.(1991)。Simulation Modeling & Analysis。NY:McGraw-Hill。  new window
5.Nieclerreitcr, H.(1992)。Random Number Generation and Quasi Monte Carlo Methods。Philadelphia, Penn.:SLAM。  new window
 
 
 
 
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