Efficient and portable 32-bit random variate generators
Pierre L’Ecuyer · 1986
This paper presents some Multiplicative Linear Congruential Generators (MLCGs) and one generator that combine two MLCGs. The individual MLCGs use short multipliers that are nearly optimal based on the spectral test. The shortness of the multipliers leads to fast and portable implementations. The combination method produces a generator whose period is the least common multiple of the individual periods. These generators can also be split into many “independent” generators (i.e. that produce disjoint subsequences) and it is easy to skip a long subsequence of numbers without doing the work of generating them all.