The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
An Object-Oriented Random-Number Package with Many Long Streams and Substreams
Abstract
Multiple independent streams of random numbers are often required in simulation studies, for instance, to facilitate synchronization for variance-reduction purposes, and for making independent replications. A portable set of software utilities is described for uniform random-number generation. It provides for multiple generators (streams) running simultaneously, and each generator (stream) has its sequence of numbers partitioned into many long disjoint contiguous substreams. The basic underlying generator for this implementation is a combined multiple-recursive generator with period length of approximately 2 191, proposed by L'Ecuyer (1999a). A C++ interface is described here. Portable implementations are available in C, C++, and Java as supplemental material at http://dx.doi.org/10.1287/opre.50.6.1073.358
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Cites
Algorithm 806: SPRNG: a scalable library for pseudorandom number generation
Mascagni, M., & Srinivasan, A. (2000) · ACM Transactions on Mathematical Software · doi:10.1145/358407.358427 · Cited by 275
Cited by
TestU01: A C library for empirical testing of random number generators
L'Ecuyer, P., & Simard, R. (2007) · ACM Transactions on Mathematical Software · doi:10.1145/1268776.1268777 · Cited by 1,014
Self-citationMCMCpack: Markov Chain Monte Carlo in R
Martin, A. D., Quinn, K. M., & Park, J. H. (2011) · Journal of Statistical Software · doi:10.18637/jss.v042.i09 · Cited by 608
Monte Carlo and Quasi-Monte Carlo Sampling
(2009) · Springer Series in Statistics · doi:10.1007/978-0-387-78165-5 · Cited by 497
Quantum Self-Correction in the 3D Cubic Code Model
Bravyi, S., & Haah, J. (2013) · Physical Review Letters · doi:10.1103/physrevlett.111.200501 · Cited by 291
Kastner, G., & Frühwirth-Schnatter, S. (2014) · Computational Statistics & Data Analysis · doi:10.1016/j.csda.2013.01.002 · Cited by 287
Metadata
- Authors
- L'Ecuyer, P., Simard, R., Chen, E. J., & Kelton, W. D.
- Venue
- Operations Research
- Published
- 2002-12
- Volume
- 50
- Issue
- 6
- Pages
- 1073-1075
- ISSN
- 0030-364X (ISSN-L)
- 1526-5463
- OpenAlex
- W2142857718
- Cited by
- 347
- References
- 1
- FWCI
- 11.37
- Type
- journal article
- Language
- en
- Open access
- closed
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