L'Ecuyer, Pierre; Andres, Terry H. - In: Mathematics and Computers in Simulation (MATCOM) 44 (1997) 1, pp. 99-107
A portable package for uniform random number generation is proposed, based on a backbone generator with period length near 2121, which combines four linear congruential generators. The package provides for multiple (virtual) generators evolving in parallel. Each generator has many disjoint...