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independent sequences
A method of parallelizing a random number generator
by choosing initial seeds for each processor in such a way as to
produce long period independent (i.e. non-overlapping) subsequences
on each processor.
lags
The distances to the previous elements of the sequence that are
used to generate the next element.
The largest lag is usually referred to as the lag of the generator.
lag table
The array of prior elements of the sequence that must be stored to
produce the next element in a lagged Fibonacci generator.
lagged Fibonacci generator (LFG)
A random number generator that combines previous elements in the sequence
to generate the next element, using a simple binary arithmetic operation
such as multiplication, addition, subtraction, or exclusive OR.
leapfrog
A method of parallelizing a random number generator by partitioning
the sequence of numbers among the processors in a cyclic fashion,
like a deck of cards dealt to card players.
linear congruential generator (LCG)
A random number generator that uses a simple linear function of the current
element in the sequence to produce the next element.
modulus
The maximum value allowed by a random number generator.
multiplier
The constant used to multiply the current value to get the next value
for a linear congruential generator.
multiple recursive generator
A generalization of the linear congruential generator, for which any
linear combination of previous elements in the sequence can be used to
generate the next element.
period
The length of the cyclic sequences produced by a random number generator.
seed
A number chosen by the user to initialize a random number generator.
seed table
The initial values of the lag table for a lagged Fibonacci generator.
sequence splitting
A method of parallelizing a random number generator by partitioning
the sequence of numbers in a block fashion,
splitting it into non-overlapping contiguous sections.
shift register generator
A random number generator that uses a simple combination of the bits of
previous elements in the sequence to produce the next element.
state
The numbers that are required to be stored in order to implement the iterative
procedure used in a random number generator.
These are the values that must be stored at the end of each run of the program
in order for a subsequent run to start at the same point in the sequence of
random numbers.
uniform distribution
The probability of a number falling in a particular interval is
proportional only to the size of the interval.
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