Fast Random Integer Generation in an Interval

https://arxiv.org/abs/1805.10941 [arxiv.org]

2018-06-08 12:38

Pseudo-random values are usually generated in words of a fixed number of bits (e.g., 32 bits, 64 bits) using algorithms such as a linear congruential generator. We need functions to convert such random words to random integers in an interval ([0,s)) without introducing statistical biases. The standard functions in programming languages such as Java involve integer divisions. Unfortunately, division instructions are relatively expensive. We review an unbiased function to generate ranged integers from a source of random words that avoids integer divisions with high probability.