Computation of critical distances within multiplicative congruential pseudorandom number sequences (Q1185973): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: A. De Matteis / rank | |||
Property / reviewed by | |||
Property / reviewed by: Jaroslav Král' / rank | |||
Property / author | |||
Property / author: A. De Matteis / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Jaroslav Král' / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Parallelization of random number generators and long-range correlations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Long-range correlations in linear and non-linear random number generators / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A remark on long-range correlations in multiplicative pseudo random number generators / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 15:23, 15 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Computation of critical distances within multiplicative congruential pseudorandom number sequences |
scientific article |
Statements
Computation of critical distances within multiplicative congruential pseudorandom number sequences (English)
0 references
28 June 1992
0 references
Let \(y_ 1,y_ 2,y_ 3,\dots\) be a sequence of pseudorandom numbers generated by a multiplicative congruential generator \(G\). The last two authors discovered that there are \(s\) so-called critical shifts such that the points \((y_ n,y_{n+s})\) concentrate on few parallel lines. So \((y_ n,y_{n+s})\), \(n=1,2,3,\ldots\) are strongly correlated and the sequences \(y_ 1,y_ 2,\dots,y_ m\) with \(m>s\) should not be used. The authors present the algorithm computing critical shifts. No detailed proof is presented. The algorithm was used on a generator from IBM library \(y_{n+1}=7^ 5y_ n\) \(\bmod (2^{31}-1)\). The smallest critical shift of it is 642551. The generator \(y_ n=71971110957370*y_{n-1}\) \(\bmod(2^{47}- 115)\) has the least shift greater than \(10^{10}\).
0 references
critical distances
0 references
multiplicative congruential pseudorandom number sequences
0 references
random number generators
0 references
critical shifts
0 references