We provide a review of the state of the art on the design and implementation of random number generators (RNGs) for simulation, on both sequential and parallel computing environments. We focus on the need for multiple streams and substreams of random numbers, explain how they can be constructed and managed, review software libraries that offer them, and illustrate their usefulness via examples. We also review the basic quality criteria for good random number generators and their theoretical and empirical testing
Powerful compute clusters and multi-core systems have become widely available in research and indust...
Modern methods and libraries for high quality pseudorandom number generation and for generation of p...
We consider the requirements for uniform pseudo-random number generators on modern vector and parall...
International audienceWe provide a review of the state of the art on the design and implementation o...
Random number generators are used in many applications, from slot machines to simulations of nuclear...
Fast and reliable pseudo-random number generators are required for simulation and other applications...
International audienceThere is an increasing interest in the distribution of parallel random number ...
Multiple independent streams of random numbers are often required in simulation studies, for instanc...
We briefly overview the design principles, implementation techniques, and empirical testing of unifo...
A significant problem faced by scientific investigation of complex modern systems is that credible s...
We will look at random number generation from the point-of-view of Monte Carlo computations. Thus...
International audienceWe examine the requirements and the available methods and software to provide ...
Simulations on parallel computors require distinct streams of pseudo-random deviates for each proces...
In this article Re present background, rationale, and a description of the Scalable Parallel Random ...
We consider the requirements for uniform pseudo-random number generators on modern vector and parall...
Powerful compute clusters and multi-core systems have become widely available in research and indust...
Modern methods and libraries for high quality pseudorandom number generation and for generation of p...
We consider the requirements for uniform pseudo-random number generators on modern vector and parall...
International audienceWe provide a review of the state of the art on the design and implementation o...
Random number generators are used in many applications, from slot machines to simulations of nuclear...
Fast and reliable pseudo-random number generators are required for simulation and other applications...
International audienceThere is an increasing interest in the distribution of parallel random number ...
Multiple independent streams of random numbers are often required in simulation studies, for instanc...
We briefly overview the design principles, implementation techniques, and empirical testing of unifo...
A significant problem faced by scientific investigation of complex modern systems is that credible s...
We will look at random number generation from the point-of-view of Monte Carlo computations. Thus...
International audienceWe examine the requirements and the available methods and software to provide ...
Simulations on parallel computors require distinct streams of pseudo-random deviates for each proces...
In this article Re present background, rationale, and a description of the Scalable Parallel Random ...
We consider the requirements for uniform pseudo-random number generators on modern vector and parall...
Powerful compute clusters and multi-core systems have become widely available in research and indust...
Modern methods and libraries for high quality pseudorandom number generation and for generation of p...
We consider the requirements for uniform pseudo-random number generators on modern vector and parall...