A New Class of Random Number Generators

  • Marsaglia G
  • Zaman A
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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 2e1751 bits.

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APA

Marsaglia, G., & Zaman, A. (2007). A New Class of Random Number Generators. The Annals of Applied Probability, 1(3). https://doi.org/10.1214/aoap/1177005878

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