Combined random number generator via the generalized Chinese remainder theorem

摘要

The combined random number (RN) generator has been considered by many scholars as a good RN generator. One promising type of combined RN generator, recommended by L'Ecuyer (Oper. Res. 44 (1996) 816; 47 (1999) 159), is the combined multiple recursive generator (MRG). This paper analyzes the combined MRG via the Chinese remainder theorem. A new combined generator based on the generalized Chinese remainder theorem and on the Ore algorithm (Amer. Math. Monthly 59 (1952) 365) is presented. The proposed combined generator improves the combined MRG in terms of both the suitability for various types of RN generators and the restriction on the moduli of the individual generators. Therefore, the proposed combined generator is an ideal RN generator and is most recommended.