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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| container_title | INFORMS journal on computing |
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| creator | L'Ecuyer, Pierre Simard, Richard |
| description | 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. |
| doi_str_mv | 10.1287/ijoc.2013.0576 |
| format | Article |
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| language | eng |
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| source | Informs; EBSCOhost Business Source Complete |
| subjects | Engineering research Generators lattice structure Lattice theory Methods multiple recursive generators Random number generators Random number sampling Random variables Recursion theory Simulation Simulation methods Studies |
| title | On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators |
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