Portable random number generators

Gerald Dwyer and K. B. Williams

No 99-14, FRB Atlanta Working Paper from Federal Reserve Bank of Atlanta

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.

Keywords: Programming (Mathematics); Computers (search for similar items in EconPapers)
Date: 1999
New Economics Papers: this item is included in nep-dge, nep-ecm and nep-evo
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Journal Article: Portable random number generators (2003)
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