Information Technology Reference
In-Depth Information
31. L'Ecuyer, P., Panneton, F.:
F
2
-linear random number generators. In: Alexopoulos,
C., Goldsman, D. (eds.) Advancing the Frontiers of Simulation: A Festschrift in
Honor of George S. Fishman. Springer, New York (to appear, 2007)
32. L'Ecuyer, P.: Good parameters and implementations for combined multiple recur-
sive random number generators. Operations Research 47(1), 159-164 (1999)
33. L'Ecuyer, P.: Tables of linear congruential generators of different sizes and good
lattice structure. Mathematics of Computation 68(225), 249-260 (1999)
34. Fishman, G.S.: Monte Carlo: Concepts, Algorithms, and Applications. Springer
Series in Operations Research. Springer, New York (1996)
35. Wahba, G.: Spline Models for Observational Data. SIAM CBMS-NSF Regional
Conference Series in Applied Mathematics, vol. 59. SIAM, Philadelphia (1990)
36. L'Ecuyer, P., Couture, R.: An implementation of the lattice and spectral tests
for multiple recursive linear random number generators. INFORMS Journal on
Computing 9(2), 206-217 (1997)
37. Marsaglia, G., Zaman, A.: A new class of random number generators. The Annals
of Applied Probability 1, 462-480 (1991)
38. Tezuka, S., L'Ecuyer, P., Couture, R.: On the add-with-carry and subtract-with-
borrow random number generators. ACM Transactions of Modeling and Computer
Simulation 3(4), 315-331 (1994)
39. Couture, R., L'Ecuyer, P.: Distribution properties of multiply-with-carry random
number generators. Mathematics of Computation 66(218), 591-607 (1997)
40. Goresky, M., Klapper, A.: Ecient multiply-with-carry random number genera-
tors with maximal period. ACM Transactions on Modeling and Computer Simu-
lation 13(4), 310-321 (2003)
41. Golomb, S.W.: Shift-Register Sequences. Holden-Day, San Francisco (1967)
42. Tezuka, S.: Uniform Random Numbers: Theory and Practice. Kluwer Academic
Publishers, Norwell (1995)
43. L'Ecuyer, P.: Tables of maximally equidistributed combined LFSR generators.
Mathematics of Computation 68(225), 261-269 (1999)
44. Matsumoto, M., Nishimura, T.: Mersenne twister: A 623-dimensionally equidis-
tributed uniform pseudo-random number generator. ACM Transactions on Model-
ing and Computer Simulation 8(1), 3-30 (1998)
45. L'Ecuyer, P.: Maximally equidistributed combined Tausworthe generators. Math-
ematics of Computation 65(213), 203-213 (1996)
46. L'Ecuyer, P., Panneton, F.: A new class of linear feedback shift register generators.
In: Joines, J.A., Barton, R.R., Kang, K., Fishwick, P.A. (eds.) Proceedings of the
2000 Winter Simulation Conference, pp. 690-696. IEEE Press, Pistacaway (2000)
47. Dick, J., Sloan, I.H., Wang, X., Wozniakowski, H.: Good lattice rules in weighted
Korobov spaces with general weights. Numerische Mathematik 103, 63-97 (2006)
48. Nuyens, D., Cools, R.: Fast algorithms for component-by-component construction
of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces. Mathe-
matics and Computers in Simulation 75, 903-920 (2006)
49. Sloan, I.H., Kuo, F.Y., Joe, S.: On the step-by-step construction of quasi-Monte
Carlo rules that achieve strong tractability error bounds in weighted Sobolev
spaces. Mathematics of Computation 71, 1609-1640 (2002)
50. Cools, R., Kuo, F.Y., Nuyens, D.: Constructing embedded lattice rules for mul-
tivariate integration. SIAM Journal on Scientific Computing 28(16), 2162-2188
(2006)
51. Nuyens, D., Cools, R.: Fast component-by-component construction of rank-1 lattice
rules with a non-prime number of points. Journal of Complexity 22, 4-28 (2006)
