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
SN - 0898-1221
VL - 43
SP - 1153
EP - 1159
JO - Computers and Mathematics with Applications
JF - Computers and Mathematics with Applications
IS - 8-9
ER -