An Object-Oriented Random-Number Package with Many Long Streams and Substreams
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 pr...
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| Veröffentlicht in: | Operations research 2002-11, Vol.50 (6), p.1073-1075 |
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| container_title | Operations research |
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| creator | L'Ecuyer, Pierre Simard, Richard Chen, E. Jack Kelton, W. David |
| description | 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 via the online companion to this paper on the Operations Research Web site. http://or.pubs.informs.org/pages/collect.html . |
| doi_str_mv | 10.1287/opre.50.6.1073.358 |
| format | Article |
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Jack</creatorcontrib><creatorcontrib>Kelton, W. David</creatorcontrib><title>An Object-Oriented Random-Number Package with Many Long Streams and Substreams</title><title>Operations research</title><description>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. 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| ispartof | Operations research, 2002-11, Vol.50 (6), p.1073-1075 |
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| source | Informs; EBSCOhost Business Source Complete; JSTOR Archive Collection A-Z Listing |
| subjects | Algorithms C plus plus Computer software Generators Integers Interfaces Mathematics Numbers Numbers, Random Object oriented programming Operations management Operations research Random numbers random variable generation. Statistical analysis. Computers/computer science: software Random variables Research papers Simulation Simulation: random number generation Software Studies Technical Notes |
| title | An Object-Oriented Random-Number Package with Many Long Streams and Substreams |
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