【數學系】112-2系週會：113年4月30日 (二) Recent developments on pseudo random number generators and survey of built-in PRNGs in R
112學年度第二學期數學系系週會
主講人：鄧利源教授 (Professor Lih-Yuan Deng)
時 間：113年4月30日(星期二)下午13:10-15:00
地 點：博愛校區公誠樓2樓第一會議室
摘 要：
The R software system has become increasingly popular for computer
simulations and MCMC methods. It is very important to examine the
PRNGs (Pseudo-Random Number Generators) available for use in the
base package of including its default generator, MT19937, and
several other generators proposed in the literature.
In this talk, we review these built-in PRNGs available in R and
introduce the recent developments of PRNGs on the efficient design
and search algorithms. In particular, we compare these built-in
PRNGs with our proposed DX(Deng-Xu) generator, a fast and
efficient, huge period multiple recursive generator (MRG) with
equi-distribution in thousands of dimensions. Comparing with these
generators, DX generators are fastest with longest period length.
