Matrices and the structure of random number sequences (Q1062414)
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English | Matrices and the structure of random number sequences |
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Matrices and the structure of random number sequences (English)
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1985
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This paper discusses the maximum period and randomness structure of two random number generators: shift-register and lagged-Fibonacci. Two theorems on the period of the random number generators are derived using linear algebra and matrix theory. Some regularities of m-tuples of points are shown for the shift-register generators analogous to that for the congruential random number generators. It is also suggested that no such regularities are appeared for the lagged-Fibonacci generators since lags are long enough.
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shift-register
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lagged Fibonacci
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maximal period
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randomness
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