Last update: Sun Mar 31 03:10:01 MDT 2019
@Article{Marsaglia:1990:TUR,
author = "George Marsaglia and Arif Zaman and Wai Wan Tsang",
title = "Toward a universal random number generator",
journal = j-STAT-PROB-LETT,
volume = "9",
number = "1",
pages = "35--39",
month = jan,
year = "1990",
CODEN = "SPLTDC",
DOI = "https://doi.org/10.1016/0167-7152(90)90092-L",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
MRclass = "65C10",
MRnumber = "91a:65008",
bibdate = "Sun Jun 1 11:14:15 MDT 2014",
bibsource = "ftp://ftp.math.utah.edu/pub/mirrors/ftp.ira.uka.de/bibliography/Distributed/QLD/1990.bib;
http://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib;
http://www.math.utah.edu/pub/mirrors/ftp.ira.uka.de/bibliography/Distributed/QLD/1990.bib;
http://www.math.utah.edu/pub/tex/bib/fibquart.bib;
http://www.math.utah.edu/pub/tex/bib/fortran3.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/statproblett1990.bib;
MathSciNet database",
URL = "http://www.sciencedirect.com/science/article/pii/016771529090092L",
ZMnumber = "0692.65001",
abstract-1 = "This paper presents a ``universal'' random number
generator that is able to produce the same sequence of
random variables in a wide variety of computers and
that passes some tests of randomness and independence.
The generator combines two different generators: a
lagged-Fibonacci generator $F(97,33.\cdot)$ and a
simple arithmetic sequence for the prime modulus
$2^{24}-3$. Results of a randomness test are presented
and a Fortran implementation of the generator is
suggested.",
abstract-2 = "This article describes an approach towards a random
number generator that passes all of the stringent tests
for randomness we have put to it, and that is able to
produce exactly the same sequence of uniform random
variables in a wide variety of computers, including
TRS80, Apple, Mackintosh, Commodore, Kaypro, IBM PC,
AT, PC and AT clones, Sun, Vax, IBM 360/370, 3090,
Amdahl, CDC Cyber and even 205 ETA supercomputers.",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
keywords = "arithmetic sequence; Fortran implementation;
independence test; lagged-Fibonacci generator;
randomness test; universal random number generator",
ZMclass = "*65C10 Random number generation",
ZMreviewer = "K. Uosaki",
}