Working Paper
Portable random number generators
Abstract: Computers are deterministic devices, and a computer-generated random number is a contradiction in terms. As a result, computer-generated pseudorandom numbers are fraught with peril for the unwary. We summarize much that is known about the most well-known pseudorandom number generators: congruential generators. We also provide machine-independent programs to implement the generators in any language that has 32-bit signed integers-for example C, C++, and FORTRAN. Based on an extensive search, we provide parameter values better than those previously available.
Access Documents
File(s):
File format is application/pdf
https://fraser.stlouisfed.org/title/working-papers-federal-reserve-bank-atlanta-8586/portable-random-number-generators-656678
Description: Full text
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Atlanta
Part of Series: FRB Atlanta Working Paper
Publication Date: 1999
Number: 99-14