Modulus of Linear Congruential Random Number Generator

Modulus of Linear Congruential Random Number Generator This paper considers the problem of empirically analyzing the linear congruential generators (LCGs) with ten largest prime moduli smaller than 231. For each modulus, a computer exhaustive search is conducted to find the 20 good multipliers with respect to spectral value for the full period LCGs. Eleven two-level statistical tests are applied to evaluate and compare the local randomness behaviors of these good LCGs. It is shown that modulus does not significantly affect spectral value. The spectral value and the two-level statistical test are also uncorrelated. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Quality & Quantity Springer Journals

Modulus of Linear Congruential Random Number Generator

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Publisher
Kluwer Academic Publishers
Copyright
Copyright © 2005 by Springer
Subject
Social Sciences; Methodology of the Social Sciences; Social Sciences, general
ISSN
0033-5177
eISSN
1573-7845
D.O.I.
10.1007/s11135-004-6788-6
Publisher site
See Article on Publisher Site

Abstract

This paper considers the problem of empirically analyzing the linear congruential generators (LCGs) with ten largest prime moduli smaller than 231. For each modulus, a computer exhaustive search is conducted to find the 20 good multipliers with respect to spectral value for the full period LCGs. Eleven two-level statistical tests are applied to evaluate and compare the local randomness behaviors of these good LCGs. It is shown that modulus does not significantly affect spectral value. The spectral value and the two-level statistical test are also uncorrelated.

Journal

Quality & QuantitySpringer Journals

Published: Sep 10, 2004

References

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