Bad subsequences of well-known linear congruential pseudorandom number generators

We present a spectral test analysis of full-period subsequences with small step sizes generated by well-known linear congruential pseudorandom number generators. Subsequences may occur in certain simulation problems or as a method to get parallel streams of pseudorandom numbers. Applying the spectra...

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Veröffentlicht in:ACM transactions on modeling and computer simulation 1998-01, Vol.8 (1), p.61-70
1. Verfasser: Entacher, Karl
Format: Artikel
Sprache:eng
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Zusammenfassung:We present a spectral test analysis of full-period subsequences with small step sizes generated by well-known linear congruential pseudorandom number generators. Subsequences may occur in certain simulation problems or as a method to get parallel streams of pseudorandom numbers. Applying the spectral test, it is possible to find bad subsequences with small step sizes for almost all linear pseudorandom number generators currently in use.
ISSN:1049-3301
1558-1195
DOI:10.1145/272991.273009