The Annals of Applied Probability

A New Class of Random Number Generators

George Marsaglia and Arif Zaman

Full-text: Open access

Abstract

We introduce a new class of generators of two types: add-with-carry and subtract-with-borrow. Related to lagged-Fibonacci generators, the new class has interesting underlying theory, astonishingly long periods and provable uniformity for full sequences. Among several that we mention, we recommend particularly promising ones that will generate a sequence of $2^{1751}$ bits, or a sequence of $2^{1376}$ 32-bit integers, or a sequence of $2^{931}$ reals with 24-bit fractions--all using simple computer arithmetic (subtraction) and a few memory locations.

Article information

Source
Ann. Appl. Probab. Volume 1, Number 3 (1991), 462-480.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aoap/1177005878

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aoap/1177005878

Mathematical Reviews number (MathSciNet)
MR1111529

Zentralblatt MATH identifier
0733.65005

Subjects
Primary: 65C10: Random number generation
Secondary: 10A30

Keywords
Random number generators lagged-Fibonacci add-with-carry subtract-with-borrow Monte Carlo

Citation

Marsaglia, George; Zaman, Arif. A New Class of Random Number Generators. The Annals of Applied Probability 1 (1991), no. 3, 462--480. doi:10.1214/aoap/1177005878. http://projecteuclid.org/euclid.aoap/1177005878.


Export citation