A portable random number generator for parallel computers
Peter C. Wollan · Communications in Statistics - Simulation and Computation · 1992
Simulations on parallel computors require distinct streams of pseudo-random deviates for each processor. A combination generator is proposed which achieves distinct streams through a congruential component, and long period through a Fibonacci component. The algorithm has been coded in Fortran 77, and is suitable for fairly long simulations on machines of up to a thousand processors.