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
Link To Document :
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