The Annals of Statistics

On Combining Pseudorandom Number Generators

Mark Brown and Herbert Solomon

Full-text: Open access

Abstract

A technique used in pseudorandom number generation is to combine two or more different generators with the goal of producing a new generator with improved randomness properties. We study such a class of generators and show that in a strong sense the combined generator does offer improvement. Our approach applies results from majorization theory.

Article information

Source
Ann. Statist., Volume 7, Number 3 (1979), 691-695.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344690

Digital Object Identifier
doi:10.1214/aos/1176344690

Mathematical Reviews number (MathSciNet)
MR527504

Zentralblatt MATH identifier
0404.65005

JSTOR
links.jstor.org

Subjects
Primary: 65C10: Random number generation
Secondary: 68A55

Keywords
Pseudorandom number generators Monte Carlo simulation majorization uniform distribution Markov chains

Citation

Brown, Mark; Solomon, Herbert. On Combining Pseudorandom Number Generators. Ann. Statist. 7 (1979), no. 3, 691--695. doi:10.1214/aos/1176344690. https://projecteuclid.org/euclid.aos/1176344690


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