On Marsaglia's lattice test for pseudorandom numbers

DOI10.1007/BF01278982MaRDI QIDQ1114288zbMATH OpenOpenAlexFDO

Authors Harald Niederreiter, Jürgen Eichenauer-Herrmann

Publication date 1988

Published in Manuscripta Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/155344

zbMATH Keywords

Marsaglia's lattice testmaximal period lengthNonlinear recursive congruential pseudorandom number equations

Mathematics Subject Classification ID

Probabilistic theory: distribution modulo (1); metric theory of algorithms (11K99) Random number generation in numerical analysis (65C10)

Review text

Nonlinear recursive congruential pseudorandom number equations with prime modulus and maximal period length are considered. The authors give characterizations for these generator which behave optimally with respect to Marsaglia's lattice test.

Recommendations

• Marsaglia's lattice test and non-linear congruential pseudo-random number generators
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• Lattice structure and linear complexity profile of nonlinear pseudorandom number generators
• The lattice structure of nonlinear congruential pseudorandom numbers
• On the statistical independence of nonlinear congruential pseudorandom numbers

Cites work

• scientific article; zbMATH DE number 3420163 (Why is no real title available?)
• Marsaglia's lattice test and non-linear congruential pseudo-random number generators
• Remarks on nonlinear congruential pseudorandom numbers

Cited in

(12)

• Marsaglia's lattice test and non-linear congruential pseudo-random number generators
• Recent trends in random number and random vector generation
• A remark on the discrepancy of quadratic congruential pseudorandom numbers
• On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus. II
• The Miller–Rabin test with randomized exponents
• Bit-Wise Behavior of Random Number Generators
• On the autocorrelation structure of inversive congruential pseudorandom number sequences
• Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers
• Theory and application of Marsaglia's monkey test for pseudorandom number generators
• New modified scrambled Faure sequences
• Optimal Halton Sequence via Inversive Scrambling
• Random number generation with the recursion \(X_ t=X_{t-3p}\oplus X_{t-3q}\)

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