한국시뮬레이션학회논문지 (Journal of the Korea Society for Simulation)

한국시뮬레이션학회 (The Korea Society for Simulation)
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다중귀납난수생성기의 경험적 검정

An Empirical Test for the Combination of Multiple Recursive Generators

  • 김태수 (한양대학교 산업공학과 연구교수) ;
  • 이영해 (한양대학교 산업공학과)
  • 발행 : 2001.06.01
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초록

The Multiple Recursive Generator(MRG) has been considered by many scholars as a very good random number generator. For the long period md excellent statistical properties, the method of the combination with random number generators is used. In this paper, we thought the two-combined MRGs. Using the frequency and serial test, and runs test, we studied the importance of the initial seeds likewise other random number generators.

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참고문헌

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