An Expanded Set of Correlation Tests for Linear Congruential Random Number Generators

Ora Engelberg Percus, Jerome Percus

Research output: Contribution to journalArticle

Abstract

An analytic study is made of the correlation structure of Tausworthe and linear congruential random number generators. The former case is analyzed by the bit mask correlations recently introduced by Compagner. The latter is studied first by an extension to word masks, which include spectral test coefficients as special cases, and then by the bit mask procedure. Although low order bit mask coefficients vanish in both cases, the Tausworthe generator appears to produce a substantially smaller non-vanishing correlation set for large masks – but with larger correlation values – than does the linear congruential.

Original languageEnglish (US)
Pages (from-to)161-168
Number of pages8
JournalCombinatorics Probability and Computing
Volume1
Issue number2
DOIs
StatePublished - 1992

Fingerprint

Linear Congruential Generator
Random number Generator
Mask
Masks
Spectral Test
Correlation Structure
Coefficient
Vanish
Generator

ASJC Scopus subject areas

  • Applied Mathematics
  • Theoretical Computer Science
  • Statistics and Probability
  • Computational Theory and Mathematics

Cite this

An Expanded Set of Correlation Tests for Linear Congruential Random Number Generators. / Percus, Ora Engelberg; Percus, Jerome.

In: Combinatorics Probability and Computing, Vol. 1, No. 2, 1992, p. 161-168.

Research output: Contribution to journalArticle

Percus, Ora Engelberg ; Percus, Jerome. / An Expanded Set of Correlation Tests for Linear Congruential Random Number Generators. In: Combinatorics Probability and Computing. 1992 ; Vol. 1, No. 2. pp. 161-168.
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