Fast and reliable random number generators
217. R. P. Brent,
Fast and Reliable Random Number Generators
for Scientific Computing (invited talk),
Proceedings of the PARA'04 Workshop on the
State-of-the-Art in Scientific Computing,
Lyngby, Denmark, 20--23 June 2004,
Lecture Notes in Computer Science,
Vol. 3732 (2006), 1-10.
Extended abstract in the preliminary Proceedings (CDROM),
Volume 1, 3-9.
Lecture Notes in Computer Science.
Fast and reliable pseudo-random number generators are required for simulation
and other applications in Scientific Computing. We outline the requirements
for good uniform random number generators, and describe a class of
generators having very fast vector/parallel implementations with excellent
statistical properties. We also discuss the problem of initialising random
number generators, and consider how to combine two or more generators to
give a better (though usually slower) generator.
See  for a related paper
and  for a survey of random number
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