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Searching for good two-term fifth-order multiple recursive random number generators

โœ Scribed by Hui-Chin Tang, Kuang-Hang Hsieh, C. J. Wang


Book ID
118791748
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
127 KB
Volume
20
Category
Article
ISSN
1435-246X

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Upper bounds in spectral test for multip
โœ Chiang Kao; Huey-Chin Tang ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 412 KB

One method for generating random numbers (RNs) of long period recommended by many scholars is the multiple recursive generator (MRG), in that the current RN is essentially a linear combination of the k preceding ones. In this paper, the upper bounds for a figure of merit adopted in the spectral test