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Название: An Object-Oriented Random-Number Package With Many Long Streams And Substreams
Авторы: L'Ecuyer P., Simard R., Chen E.J.
Multiple independent streams of random numbers are often required in simulation studies, for instance, to facilitate synchronization for variance-reduction purposes, and for making independent replications. A portable set of software utilities is described for uniform random- number generation. It provides for multiple generators (streams) running simultaneously, and each generator (stream) has its sequence of numbers partitioned into many long disjoint contiguous substreaius. The basic; underlying generator for this implementation is a combined multiple recursive generator with period length of approximately 2iyi, proposed in a previous paper. A C++ interface is described here. Portable implementations are available in C, C++, and Java via the Online Companion to this paper on the Operations Research website.