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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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Pseudorandom vector generation by the multiple-recursive matrix method
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by Harald Niederreiter PDF
Math. Comp. 64 (1995), 279-294 Request permission

Abstract:

Pseudorandom vectors are of importance for parallelized simulation methods. In this paper we carry out an in-depth analysis of the multiple-recursive matrix method for the generation of uniform pseudorandom vectors which was introduced in an earlier paper of the author. We study, in particular, the periodicity properties, the lattice structure, and the behavior under the serial test for sequences of pseudorandom vectors generated by this method.
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Additional Information
  • © Copyright 1995 American Mathematical Society
  • Journal: Math. Comp. 64 (1995), 279-294
  • MSC: Primary 65C10; Secondary 11K45
  • DOI: https://doi.org/10.1090/S0025-5718-1995-1265018-4
  • MathSciNet review: 1265018