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A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method
Marsaglia and Maclaren combined two linear congruential generators in order to produce a pseudo random number sequence uniformly distributed in the range [0,2³⁵]. Their method is a considerable improvement compared with the primitive linear congruential method at the cost of greater generation time....
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
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Department of Computer Science
2016
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| _version_ | 1867613181265838080 |
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| access_status_str | Open Access |
| author | Ioannou, Ioannis Elias |
| author2 | Brundrit, Geoff |
| author_browse | Brundrit, Geoff Ioannou, Ioannis Elias |
| author_facet | Brundrit, Geoff Ioannou, Ioannis Elias |
| author_sort | Ioannou, Ioannis Elias |
| collection | Thesis |
| description | Marsaglia and Maclaren combined two linear congruential generators in order to produce a pseudo random number sequence uniformly distributed in the range [0,2³⁵]. Their method is a considerable improvement compared with the primitive linear congruential method at the cost of greater generation time. In this thesis, a simple modification of the Marsaglia-Maclaren method is presented in which there is an alleviation of the increased generation time, and a slight further increase in randomness. The modified generator is tested extensively in a variety of statistical tests and simulation problems. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/17734 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:03.909Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2016 |
| publishDateRange | 2016 |
| publishDateSort | 2016 |
| publisher | Department of Computer Science |
| publisherStr | Department of Computer Science |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/17734 A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method Ioannou, Ioannis Elias Brundrit, Geoff Computer science Marsaglia and Maclaren combined two linear congruential generators in order to produce a pseudo random number sequence uniformly distributed in the range [0,2³⁵]. Their method is a considerable improvement compared with the primitive linear congruential method at the cost of greater generation time. In this thesis, a simple modification of the Marsaglia-Maclaren method is presented in which there is an alleviation of the increased generation time, and a slight further increase in randomness. The modified generator is tested extensively in a variety of statistical tests and simulation problems. 2016-03-14T07:25:27Z 2016-03-14T07:25:27Z 1974 Master Thesis Masters MSc http://hdl.handle.net/11427/17734 eng application/pdf Department of Computer Science Faculty of Science University of Cape Town |
| spellingShingle | Computer science Ioannou, Ioannis Elias A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method |
| thesis_degree_str | Master's |
| title | A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method |
| title_full | A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method |
| title_fullStr | A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method |
| title_full_unstemmed | A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method |
| title_short | A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method |
| title_sort | fast procedure for generating random numbers by a modification of the marsaglia maclaren method |
| topic | Computer science |
| url | http://hdl.handle.net/11427/17734 |
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