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Generating Uniformly Distributed Random Numbers without Floating Point Operations

Published online by Cambridge University Press:  27 July 2009

M. Kolonko
M. Kolonko
Affiliation:
Institut für Mathematik Universität Hildesheim Hildesheim, Germany
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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.

Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 6 , Issue 1 , January 1992 , pp. 139 - 145
Copyright
Copyright © Cambridge University Press 1992

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References

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