Several extensively tested multiple recursive random number generators

Chiang Kao, Hui Chin Tang

研究成果: Article同行評審

9 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)129-136
頁數8
期刊Computers and Mathematics with Applications
36
發行號6
DOIs
出版狀態Published - 1998 九月

All Science Journal Classification (ASJC) codes

  • 建模與模擬
  • 計算機理論與數學
  • 計算數學

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