다중귀납난수생성기의 경험적 검정

• 영문명: An Empirical Test for the Combination of Multiple Recursive Generators
• 발행기관: 한국시뮬레이션학회
• 저자명: 김태수(Tae Soo Kim) 이영해(Young Hae Lee)
• 간행물 정보: 『한국시뮬레이션학회 논문지』제10권 제2호, 25~32쪽, 전체 8쪽
• 주제분류: 공학 > 기타공학
• 파일형태: PDF
• 발행일자: 2001.06.30

영문 초록

The Multiple Recursive Generator(MRG) has been considered by many scholars as a very good random number generator. For the long period and excellent statistical properties, the method of the combination with random number generators is used. In this paper, we thought the two-combined MRGs. Using the frequency and serial test, and runs test, we studied the importance of the initial seeds likewise other random number generators.

목차

1. Introduction

2. A Combination of Multiple Recursive Generators

3. The Empirical Tests

4. Conclusions

References

키워드

random number generator multiple recursive generator empirical tests