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
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