Combining pseudo-random number generators offers substantial improvements over standalone methods, extending period lengths and strengthening statistical properties. This chapter investigates the theory and implementation of combined generators, comparing them to individual methods like LCGs and MRGs. Notable examples, such as the Wichmann-Hill generator and L’Ecuyer’s MRG32k3a, are discussed in depth. Theoretical foundations, including applications of the Chinese Remainder Theorem, provide insight into the effectiveness of these combination strategies. However, the increased computational cost and potential loss of equi-distribution at higher dimensions are also examined as trade-offs.

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Practice and Theory of Combination Generators

  • Lih-Yuan Deng,
  • Nirman Kumar,
  • Henry Horng-Shing Lu,
  • Ching-Chi Yang

摘要

Combining pseudo-random number generators offers substantial improvements over standalone methods, extending period lengths and strengthening statistical properties. This chapter investigates the theory and implementation of combined generators, comparing them to individual methods like LCGs and MRGs. Notable examples, such as the Wichmann-Hill generator and L’Ecuyer’s MRG32k3a, are discussed in depth. Theoretical foundations, including applications of the Chinese Remainder Theorem, provide insight into the effectiveness of these combination strategies. However, the increased computational cost and potential loss of equi-distribution at higher dimensions are also examined as trade-offs.