Abstract

This article summarizes the current state-of-the-art on combined random number generators (CRNGs). The main goal is to learn the development of CRNGs and summarize the knowledge we have learnt from the Random Number Generation class. It recalls the basic ideas, discusses various popular classes of random number generators, and provides details of several well known combined random number generators, including Wichmann and Hill's combined Linear Congruential Generators, L' Ecuyer's combined Linear Congruential Generators(LCGs) and Multiple Recursive Generators(MRGs), a refinement version of L' Ecuyer's combined MRGs presented by Tang which lies on the Chinese remainder theorem, and twisting and combing method presented by Deng and Guo, etc., further with their recommended implementations.

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