Software for uniform random number generation: distinguishing the good and the bad

The requirements, design principles, and statistical testing approaches of uniform random number generators for simulation are briefly surveyed. An objectoriented random number package where random number streams can be created at will, and with convenient tools for manipulating the streams, is presented. A version of this package is now implemented in the Arena and AutoMod simulation tools. We also test some random number generators available in popular software environments such as Microsoft's Excel and Visual Basic, SUN's Java, etc., by using them on two very simple simulation problems. They fail the tests by a wide margin. 1 WHAT ARE WE LOOKING FOR?

• Type: Conference
• Year: 2001
• Where: WSC
• Authors: Pierre L'Ecuyer
• Keywords: Modeling And Simulation, Random Number, Random Number Generators, Uniform Random Number, WSC 2001