An analysis of linear congruential random number generators when multiplier restrictions exist

DOI10.1016/j.ejor.2006.08.055zbMath1129.65004OpenAlexW1980182003MaRDI QIDQ881543

Huey-Chin Tang

Publication date: 30 May 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.08.055

zbMATH Keywords

spectral testrandom numberlinear congruential generatorsfull period

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (2)

Full period and spectral test of linear congruential generator and second-order multiple recursive generator ⋮ Upper bound on the center density of a multiple recursive random number generator

Uses Software

• Mathematica

Cites Work

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• Symmetry properties of multiple recursive random number generators in full period and spectral test
• Effective and efficient restriction on producing the multipliers for the multiple recursive random number generator
• Reverse multiple recursive random number generators
• An exhaustive analysis of two-term multiple recursive random number generators with efficient multipliers
• Improved Methods for Calculating Vectors of Short Length in a Lattice, Including a Complexity Analysis
• An Introduction to the Geometry of Numbers
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• Multiplicative Congruential Random Number Generators with Modulus 2 β : An Exhaustive Analysis for β = 32 and a Partial Analysis for β = 48
• Tables of linear congruential generators of different sizes and good lattice structure
• A search for good multiple recursive random number generators
• Fourier Analysis of Uniform Random Number Generators

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