Symmetry property of multiplicative congruential random number generator in chi-square test

DOI10.1080/00207169508804367MaRDI QIDQ4847162zbMATH OpenOpenAlexFDO

Authors Chiang Kao, Hui-Chin Tang

Publication date 24 February 1997

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207169508804367

zbMATH Keywords

random number generatorchi-square statistics

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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• Symmetry properties of multiple recursive random number generators in full period and spectral test
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Cites work

• A remark on long-range correlations in multiplicative pseudo random number generators
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• Parallelization of random number generators and long-range correlations

Cited in

(5)

• On goodness-of-fit tests for multiple recursive random number generators
• Implementing a multiple recursive generator with mersenne prime modulus
• The revised recursive reduction for efficiently generating random numbers
• Lower bounds in spectral tests for vectors of nonsuccessive values produced by multiple recursive generator with some zero multipliers
• Upper bounds in spectral test for multiple recursive random number generators with missing terms

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