### 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 language | English (US) |
---|---|

Pages (from-to) | 161-168 |

Number of pages | 8 |

Journal | Combinatorics Probability and Computing |

Volume | 1 |

Issue number | 2 |

DOIs | |

State | Published - 1992 |

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### ASJC Scopus subject areas

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

### Cite this

*Combinatorics Probability and Computing*,

*1*(2), 161-168. https://doi.org/10.1017/S0963548300000171

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

Research output: Contribution to journal › Article

*Combinatorics Probability and Computing*, vol. 1, no. 2, pp. 161-168. https://doi.org/10.1017/S0963548300000171

}

TY - JOUR

T1 - An Expanded Set of Correlation Tests for Linear Congruential Random Number Generators

AU - Percus, Ora Engelberg

AU - Percus, Jerome

PY - 1992

Y1 - 1992

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=84971790723&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84971790723&partnerID=8YFLogxK

U2 - 10.1017/S0963548300000171

DO - 10.1017/S0963548300000171

M3 - Article

AN - SCOPUS:84971790723

VL - 1

SP - 161

EP - 168

JO - Combinatorics Probability and Computing

JF - Combinatorics Probability and Computing

SN - 0963-5483

IS - 2

ER -