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Generating Uniformly Distributed Random Numbers without Floating Point Operations
Published online by Cambridge University Press: 27 July 2009
Abstract
We present a fast algorithm for random numbers distributed uniformly on (0,1). In contrast to most other generators, it uses no floating point operations. Instead, the internal bit representation of the numbers is generated directly from a random bit source. It can easily be implemented in high-level languages like Modula-2 and shows good empirical behavior.
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- Probability in the Engineering and Informational Sciences , Volume 6 , Issue 1 , January 1992 , pp. 139 - 145
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- Copyright © Cambridge University Press 1992