Getting rid of correlations among pseudorandom numbers: discarding versus tempering

Stefan Wegenkittl, Makoto Matsumoto. Getting rid of correlations among pseudorandom numbers: discarding versus tempering. ACM Trans. Model. Comput. Simul., 9(3):282-294, 1999. [doi]

Authors

Stefan Wegenkittl

This author has not been identified. Look up 'Stefan Wegenkittl' in Google

Makoto Matsumoto

This author has not been identified. Look up 'Makoto Matsumoto' in Google