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Federal Reserve Bank of Atlanta
FRB Atlanta Working Paper
Portable random number generators
Gerald P. Dwyer
K. B. Williams
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.


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Gerald P. Dwyer & K. B. Williams, Portable random number generators, Federal Reserve Bank of Atlanta, FRB Atlanta Working Paper 99-14, 1999.
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Keywords: Programming (Mathematics) ; Computers
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