random number generator; multiple recursive generator; empirical tests
Issue Date
2001-05
Publisher
The Korea Society for Simulation (한국시뮬레이션학회)
Citation
한국시뮬레이션학회 2001 춘계학술발표대회 논문집, page. 164-168
Abstract
The Multiple Recursive Generator(MRG) has been considered by many scholars as a very good Random Number generator. For the long period and excellent statistical properties, the method of the combination with random number generators are used. In this paper, for two-combined MRGs, we examine the statistical properties and show the importance of the seeds likewise other random number generators. And we modify the two-combined MRGs and verify the statistical superiority.