Pseudorandom Number Generators

Abstract

Abstract We review the basic principles underlying the design of uniform random number generators, their main quality requirements, theoretical analysis, and empirical testing. The main construction techniques of algorithmic generators are discussed, with an emphasis on the most common ones, the linear generators. Nonlinear generators, as well as hardware‐based generators, are also briefly discussed. For simulation, we explain why we favor generators that can offer multiple streams and substreams, and we recommend specific ones.

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