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Article: The 64-bit universal RNG

TitleThe 64-bit universal RNG
Authors
Keywords64-Bit Floating Point
Random Number Generators
Seeds
Issue Date2004
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/stapro
Citation
Statistics And Probability Letters, 2004, v. 66 n. 2, p. 183-187 How to Cite?
AbstractWe describe a random number generator that produces uniform [0,1) variates directly, as 64-bit floating point numbers, without the customary floating of integers. Using only subtraction and tests on magnitude, the method is readily implemented and should, given the same seed values, produce exactly the same random numbers with most programming languages. The resulting numbers have a very long period (≈2202 or 1061) and apparently excellent randomness-supported by extensive testing. © 2003 Elsevier B.V. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/152308
ISSN
2015 Impact Factor: 0.506
2015 SCImago Journal Rankings: 0.720
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorMarsaglia, Gen_US
dc.contributor.authorTsang, WWen_US
dc.date.accessioned2012-06-26T06:37:05Z-
dc.date.available2012-06-26T06:37:05Z-
dc.date.issued2004en_US
dc.identifier.citationStatistics And Probability Letters, 2004, v. 66 n. 2, p. 183-187en_US
dc.identifier.issn0167-7152en_US
dc.identifier.urihttp://hdl.handle.net/10722/152308-
dc.description.abstractWe describe a random number generator that produces uniform [0,1) variates directly, as 64-bit floating point numbers, without the customary floating of integers. Using only subtraction and tests on magnitude, the method is readily implemented and should, given the same seed values, produce exactly the same random numbers with most programming languages. The resulting numbers have a very long period (≈2202 or 1061) and apparently excellent randomness-supported by extensive testing. © 2003 Elsevier B.V. All rights reserved.en_US
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/staproen_US
dc.relation.ispartofStatistics and Probability Lettersen_US
dc.subject64-Bit Floating Pointen_US
dc.subjectRandom Number Generatorsen_US
dc.subjectSeedsen_US
dc.titleThe 64-bit universal RNGen_US
dc.typeArticleen_US
dc.identifier.emailTsang, WW:tsang@cs.hku.hken_US
dc.identifier.authorityTsang, WW=rp00179en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1016/j.spl.2003.11.001en_US
dc.identifier.scopuseid_2-s2.0-0346272781en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0346272781&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume66en_US
dc.identifier.issue2en_US
dc.identifier.spage183en_US
dc.identifier.epage187en_US
dc.identifier.isiWOS:000188229800010-
dc.publisher.placeNetherlandsen_US
dc.identifier.scopusauthoridMarsaglia, G=6603739473en_US
dc.identifier.scopusauthoridTsang, WW=7201558521en_US

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