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A MathLinkProgram for High-Quality Random Numbers
Volume 6, Issue 3
Summer 1996
A.S. Berdnikov, S.B. Turtia, Institute of Analytical Instrumentation,
St. Petersburg, Russia
A. Compagner, Delft University of Technology, The Netherlands
We present a MathLink program that generates pseudorandom sequences
of integers with extremely long period (approximately 1016376)
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.
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