Symmetry properties of multiple recursive random number generators in full period and spectral test

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摘要

We analyze the full period and spectral test of multiple recursive generators (MRGs). Every MRG has associated with it another MRG, which possesses the same full period and spectral test as the original MRG. Based on this property, the computational effort required in testing full period and spectral test is reduced by half.

论文关键词:Full period,Multiple recursive generator,Random number,Spectral test

论文评审过程:Available online 31 December 2002.

论文官网地址:https://doi.org/10.1016/S0096-3003(02)00303-X