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The Multiple-Recursive Matrix Method for Pseudorandom Number Generation

โœ Scribed by H. Niederreiter

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
859 KB
Volume
1
Category
Article
ISSN
1071-5797

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โœฆ Synopsis

We carry out an in-depth analysis of the multiple-recursive matrix method for uniform pseudorandom number generation which was introduced in an earlier paper of the author. This method yields much larger period lengths than the GFSR method with the same order of the recursion and the same precision. Besides periodicity properties, we establish also uniformity properties of (s)-tuples of successive pseudorandom numbers generated by the multiple-recursive matrix method and we study the performance under the (s)-dimensional serial test. The uniformity properties and the behavior under the serial test depend on an appropriate figure of merit in the case where the dimension (s) exceeds the order of the recursion. O 1995 Academic Press, Inc.

๐Ÿ“œ SIMILAR VOLUMES

Improved Bounds in the Multiple-Recursiv
Improved Bounds in the Multiple-Recursive Matrix Method for Pseudorandom Number and Vector Generation
โœ Harold Niederreiter ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 275 KB

The multiple-recursive matrix method is a general linear method for the generation of uniform pseudorandom numbers and vectors which was introduced and studied in earlier papers of the author. In this paper we improve on various bounds in this method by using information on -splitting subspaces of f