On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators
We examine some properties of the points produced by certain classes of long-period linear multiple recursive random number generators proposed by L.-Y. Deng and his co-authors in several papers. These generators have their parameters selected in special ways to make the implementation faster. We sh...
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Veröffentlicht in: | INFORMS journal on computing 2014-06, Vol.26 (3), p.449-460 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We examine some properties of the points produced by certain classes of long-period linear multiple recursive random number generators proposed by L.-Y. Deng and his co-authors in several papers. These generators have their parameters selected in special ways to make the implementation faster. We show that as a result, the points produced by these generators have a poor lattice structure, and a poor initialization of the state can have long-lasting impact, because of the limited diffusion capacity of the recurrence. |
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ISSN: | 1091-9856 1526-5528 1091-9856 |
DOI: | 10.1287/ijoc.2013.0576 |