TY - JOUR

T1 - Lower bounds in spectral tests for vectors of nonsuccessive values produced by multiple recursive generator with some zero multipliers

AU - Tang, Hui Chin

AU - Kao, Chiang

N1 - Funding Information:
by the National Science Council of the Republic of China under Contract NSC87-2213-

PY - 2002

Y1 - 2002

N2 - L'Ecuyer develops lower bounds for the maximum distance of the parallel hyperplanes generated by the vectors of nonsuccessive random numbers (RNs) obtained from multiple recursive generators (MRGs). In this paper, a stronger bound, twice that obtained by L'Ecuyer, is derived. For kth-order MRGs with fewer than k terms in the recursive relationship, much stronger bounds are found. Large distance implies bad lattice structure. In designing RN generators, this factor should be taken into consideration.

AB - L'Ecuyer develops lower bounds for the maximum distance of the parallel hyperplanes generated by the vectors of nonsuccessive random numbers (RNs) obtained from multiple recursive generators (MRGs). In this paper, a stronger bound, twice that obtained by L'Ecuyer, is derived. For kth-order MRGs with fewer than k terms in the recursive relationship, much stronger bounds are found. Large distance implies bad lattice structure. In designing RN generators, this factor should be taken into consideration.

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U2 - 10.1016/S0898-1221(02)80019-0

DO - 10.1016/S0898-1221(02)80019-0

M3 - Article

AN - SCOPUS:0036531912

VL - 43

SP - 1153

EP - 1159

JO - Computers and Mathematics with Applications

JF - Computers and Mathematics with Applications

SN - 0898-1221

IS - 8-9

ER -