A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method

 

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dc.contributor.advisor Brundrit, Geoff en_ZA
dc.contributor.author Ioannou, Ioannis Elias en_ZA
dc.date.accessioned 2016-03-14T07:25:27Z
dc.date.available 2016-03-14T07:25:27Z
dc.date.issued 1974 en_ZA
dc.identifier.citation Ioannou, I. 1974. A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/17734
dc.description.abstract Marsaglia and Maclaren combined two linear congruential generators in order to produce a pseudo random number sequence uniformly distributed in the range [0,2³⁵]. Their method is a considerable improvement compared with the primitive linear congruential method at the cost of greater generation time. In this thesis, a simple modification of the Marsaglia-Maclaren method is presented in which there is an alleviation of the increased generation time, and a slight further increase in randomness. The modified generator is tested extensively in a variety of statistical tests and simulation problems. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Computer science en_ZA
dc.title A fast procedure for generating random numbers by a modification of the Marsaglia-Maclaren method en_ZA
dc.type Thesis / Dissertation en_ZA
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Science en_ZA
dc.publisher.department Department of Computer Science en_ZA
dc.type.qualificationlevel Masters en_ZA
dc.type.qualificationname MSc en_ZA
uct.type.filetype Text
uct.type.filetype Image


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