Testing, Selection, and Implementation of Random Number Generators

Report No. ARL-TR-4498
Authors: Joseph C. Collins
Date/Pages: July 2008; 82 pages
Abstract: An exhaustive evaluation of state-of-the-art random number generators with several well-known suites of tests provides the basis for selection of suitable random number generators for use in stochastic simulations. Implementation details for the selected algorithms include the synthesis of a virtually unlimited number of extremely long-period statistically independent random streams in an efficient and transparent manner.
Distribution: Approved for public release
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Last Update / Reviewed: July 1, 2008