Open Access
May, 1979 On Combining Pseudorandom Number Generators
Mark Brown, Herbert Solomon
Ann. Statist. 7(3): 691-695 (May, 1979). DOI: 10.1214/aos/1176344690


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.


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Mark Brown. Herbert Solomon. "On Combining Pseudorandom Number Generators." Ann. Statist. 7 (3) 691 - 695, May, 1979.


Published: May, 1979
First available in Project Euclid: 12 April 2007

zbMATH: 0404.65005
MathSciNet: MR527504
Digital Object Identifier: 10.1214/aos/1176344690

Primary: 65C10
Secondary: 68A55

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

Rights: Copyright © 1979 Institute of Mathematical Statistics

Vol.7 • No. 3 • May, 1979
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