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A MathLink Program for High-Quality Random Numbers

A. Berdnikov
S. Turtia
A. Compagner
Journal / Anthology

The Mathematica Journal
Year: 1996
Volume: 6
Issue: 3
Page range: 65-69

We present a MathLink program that generates pseudorandom sequences of integers with extremely long period (approximately 10^16376) and with excellent correlation properties: it is guaranteed that samples of 1700 subsequent numbers of 32 bits are independent, while the unavoidable remaining correlations are of very high order. Many different versions of these sequences can be realized by simple changes of the constants in the source code. The program is especially suitable for reliable large-scale Monte Carlo simulations.

*Mathematica Technology > Linking Technology > MathLink
*Mathematics > Probability and Statistics