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BibTeX entry
@Article{Marsaglia:2004:BURa,
author = "George Marsaglia and Wai Wan Tsang",
title = "The $ 64$-bit universal {RNG}",
journal = j-STAT-PROB-LETT,
volume = "66",
number = "2",
pages = "183--187",
day = "15",
month = jan,
year = "2004",
CODEN = "SPLTDC",
DOI = "https://doi.org/10.1016/j.spl.2003.11.001",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
MRclass = "65C10",
MRnumber = "2 029 733",
bibdate = "Sun Jun 1 11:16:48 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib;
http://www.math.utah.edu/pub/tex/bib/prng.bib;
http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib;
MathSciNet database",
URL = "http://www.doornik.com/research/randomdouble.pdf;
http://www.sciencedirect.com/science/article/pii/S0167715203003353",
ZMnumber = "02041513",
abstract = "We 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 ($
\approx 2^{202} $ or $ 10^{61} $ ) and apparently
excellent randomness---supported by extensive
testing.",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
keywords = "64-bit floating point; Random number generators;
Seeds",
ZMclass = "*62-99 Statistics",
}
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