A Statistical Evaluation of Multiplicative Congruential Random Number Generators with Modulus 2 31 - 1
本文统计评估了模数为2^31-1的乘同余随机数生成器的性能,为需要高质量随机数的模拟研究提供参考。
George S. Fishman, Louis R. Moore, A Statistical Evaluation of Multiplicative Congruential Random Number Generators with Modulus 231 - 1, Journal of the American Statistical Association, Vol. 77, No. 377 (Mar., 1982), pp. 129-136