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A New Class of Random Number Generators

George Marsaglia and Arif Zaman
The Annals of Applied Probability
Vol. 1, No. 3 (Aug., 1991), pp. 462-480
Stable URL: http://www.jstor.org/stable/2959748
Page Count: 19
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A New Class of Random Number Generators
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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 21751 bits, or a sequence of 21376 32-bit integers, or a sequence of 2931 reals with 24-bit fractions--all using simple computer arithmetic (subtraction) and a few memory locations.

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