Upper bounds in spectral test for multiple recursive random number generators with missing terms (Q679270): Difference between revisions

It is known that the vectors of \(T\) successive numbers produced by a multiplicative random number generator lie in parallel hyperplanes. The maximal distance of the hyperplanes of different dimensions is a good metric of the quality of the generator. The authors develop explicit formulas for the upper bounds of the distance of the hyperplanes of various dimensions for the generators of the form \[ R_n=a_jR_{n-j}+ a_kR_{n-k}\bmod m \] and then for the general polynomial \[ R_n= a_1R_{n-1}+ a_2R_{n- 2}+\dots+ a_{n-k}R_{n-k}\bmod m \] having just \(s\) nonzero elements, \(a_{n-k}R_{n-k}\) should be nonzero. The consequences of the derived formulas are discussed. Numerical values of the upper bounds of the distances for some generators of the first type are given. No statistical tests of the discussed generators are mentioned.