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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:INFORMS journal on computing 2014-06, Vol.26 (3), p.449-460
Hauptverfasser: L'Ecuyer, Pierre, Simard, Richard
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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.
ISSN:1091-9856
1526-5528
1091-9856
DOI:10.1287/ijoc.2013.0576