An n-Dimensional Uniform Random Number Generator Suitable for IBM-Compatible Microcomputers

The uniform random number generator is the basic building block used in computer-based Monte Carlo and simulation studies. Mixed congruential random number generators, such as those intrinsic to MS-DOS or PC-DOS BASIC, have a number of shortcomings that make them unsuitable in multidimensional studies. A random number generator that overcomes these shortcomings is the generalized feedback shift register generator, an algorithm well documented for mainframe use. It can be used in a microcomputer environment and implemented in BASIC.