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Searching for good two-term fifth-order multiple recursive random number generators

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Abstract

An implementation of the spectral test for a full period two-term fifth-order multiple recursive generator with unrestricted multipliers is performed. Generators of this type with significantly better spectral values are presented. They are suitable for extensive and sophisticated large-scale simulation studies.

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Authors and Affiliations

  1. Department of Industrial Engineering and Management, National Kaohsiung University of Applied Sciences, Kaohsiung, 80778, Taiwan, ROC

    Hui-Chin Tang, Kuang-Hang Hsieh & C. J. Wang

Authors
  1. Hui-Chin Tang
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  2. Kuang-Hang Hsieh
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  3. C. J. Wang
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Correspondence to Hui-Chin Tang.

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Tang, HC., Hsieh, KH. & Wang, C.J. Searching for good two-term fifth-order multiple recursive random number generators. Cent Eur J Oper Res 20, 735–741 (2012). https://doi.org/10.1007/s10100-011-0200-0

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  • DOI: https://doi.org/10.1007/s10100-011-0200-0

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