[erlang-questions] Implementation of a 2006 version of Wichmann-Hill random number generator for Erlang/OTP

[Kenji Rikitake]

The 2006 Wichmann-Hill RNG for Erlang moved to
https://gist.github.com/713144
under the name of
random_wh06.erl

(The gist number changed due to possible licensing issues.
 Sorry for your inconvenience.)

Kenji Rikitake

In the message <20101123111542.GB22113@REDACTED>
dated Tue, Nov 23, 2010 at 08:15:18PM +0900,
Kenji Rikitake <kenji.rikitake@REDACTED> writes:
> The random module of Erlang/OTP library uses the 1982(!)[1] version of
> Wichmann-Hull random number generator (RNG), which has been known to
> have a limitation of short cycle length (~ 7 x (10^12)).  The authors
> have published a new version of 2006[2], which has a much longer cycle
> length (~ 2^120 (~ 10^36)) at the expense of adding one more variable to
> the seed/state (from three 16-bit integers to four 32-bit integers).

> [1]
> B. A. Wichmann, I. D. Hill, 
> Algorithm AS 183: An efficient and portable pseudo-random number generator,
> Journal of Applied Statistics, 31, 188-190 (1982).
> 
> [2]
> B. A. Wichmann, I. D. Hill, 
> Generating good pseudo-random numbers,
> Computational Statistics & Data Analysis, 51, 1614-1622 (2006).