L’Ecuyer, Pierre; Granger-Piché, Jacinthe - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 395-404
Most random number generators used in practice are based on linear recurrences, with linear output transformations. This gives long periods, fast implementations, and structures that are easy to analyze. But the points produced by these generators have very regular structures. Nonlinear...