Modeling and Computer Simulation (TOMACS)


Search Issue
enter search term and/or author name


ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation, Volume 8 Issue 1, Jan. 1998

Guest editors' introduction: special issue on uniform random number generation
Raymond Couture, Pierre L'Ecuyer
Pages: 1-2
DOI: 10.1145/272991.275457

Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
Makoto Matsumoto, Takuji Nishimura
Pages: 3-30
DOI: 10.1145/272991.272995
A new algorithm called Mersenne Twister (MT) is proposed for generating uniform pseudorandom numbers. For a particular choice of parameters, the algorithm provides a super astronomical period of 219937 −1 and...

Simple cellular automata as pseudorandom m-sequence generators for built-in self-test
Makoto Matsumoto
Pages: 31-42
DOI: 10.1145/272991.273007
We propose an extremely simple and explicit construction of cellular automata (CA) generating pseudorandom m-sequences, which consist of only one type of cells. This construction has advantages over the previous researches in...

The weighted spectral test: diaphony
Peter Hellekalek, Harald Niederreiter
Pages: 43-60
DOI: 10.1145/272991.273008
In this article, we present a new approach to assessing uniform random number generators, the weighted spectral test, or diaphony. In contrast to the usual spectral test the weighted spectral...

Bad subsequences of well-known linear congruential pseudorandom number generators
Karl Entacher
Pages: 61-70
DOI: 10.1145/272991.273009
We present a spectral test analysis of full-period subsequences with small step sizes generated by well-known linear congruential pseudorandom number generators. Subsequences may occur in certain simulation problems or as a method to get...

Latin supercube sampling for very high-dimensional simulations
Art B. Owen
Pages: 71-102
DOI: 10.1145/272991.273010
This article introduces Latin supercube sampling (LSS) for very high-dimensional simulations such as arise in particle transport, finance, and queueing. LSS is developed as a combination of two widely used methods: Latin hypercube sampling (LHS)...