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Desired Properties of Random Number Generators


In this section we discuss some of the desired properties of good random number generators. We shall then explain specific implications of these for parallel random number generation.

First of all let us define a random number sequence, tex2html_wrap_inline1337 where i is an integer. In this article we will be concerned exclusively with uniformly distributed numbers. Other distributions can be generated by standard techniques [18]. Uniform numbers can be either reals, by convention in (0,1) such as those returned by the FORTRAN ranf and C drand48 functions, or integer, by convention in tex2html_wrap_inline1341 for some n close to the word size on the computer. We shall denote the reals by tex2html_wrap_inline1345 and the integers by tex2html_wrap_inline1347. Clearly, for many purposes integer and real generators on a computer are virtually equivalent if n is large enough and if we define tex2html_wrap_inline1351.

The National Center for Supercomputing Applications

University of Illinois at Urbana-Champaign


Last modified: September 16, 1997