• Title of article

    Several extensively tested multiple recursive random number generators

  • Author/Authors

    Chiang Kao، نويسنده , , Hui-Chin Tang، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 1998
  • Pages
    8
  • From page
    129
  • To page
    136
  • Abstract
    The Multiple Recursive Generator (MRG) has been considered by many scholars as a very good Random Number (RN) generator. This paper applies a sequential search to identify the MRGs of orders one, two, and three which are able to produce RNs with good lattice structure in terms of the spectral value and Beyer quotient. To detect departures from local randomness and homogeneity, extensive statistical tests including runs, auto-correlation, chi-square, serial, and the sparse occupancy tests have been conducted. In approximately 19.3 billion candidates, only four MRGs, namely, (1280550, −45991), (0, 45991, 1758790), (885300443, 0, 1552858447), and (885300443, 1546795921, 598295599), have passed all the theoretical and empirical tests. Among which (0, 45991, 1758790) can be implemented efficiently by applying the approximate factoring method and is therefore most recommended.
  • Keywords
    Multiple recursive generator , Random number , statistics
  • Journal title
    Computers and Mathematics with Applications
  • Serial Year
    1998
  • Journal title
    Computers and Mathematics with Applications
  • Record number

    918297