✦ LIBER ✦
Upper bounds in spectral test for multiple recursive random number generators with missing terms
✍ Scribed by Chiang Kao; Huey-Chin Tang
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 412 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0898-1221
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✦ Synopsis
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 are derived for the k th order MRG with p < k terms. As p gets smaller, the bounds become smaller as well. The simplest form of the k th order MRG with two terms frequently discussed in literature is found to have the worst bound.