Recent Advances on Uniform Variate Generators

Abstract

Today, a large-scale simulation study is more and more common because of the advances in the computer technology. Quality of any simulation study depends mostly on the quality and quantity of random numbers generated. Classical uniform random number generators have some major defects, such as, short period length and lack of higher-dimension uniformity. Deng and Lin (2000) proposed a special class of generators which is as efficient the classical generators while enjoy the property of a much longer period and of a higher-dimension uniformity. Following the approach in Deng and Lin (2000), we extend their results to find a class of uniform random number generators with extremely long cycle and with a property of a much higher dimension uniformity.