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Mathematics of Computation

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On the lattice structure of certain linear congruential sequences related to AWC/SWB generators

Authors: Raymond Couture and Pierre L’Ecuyer
Journal: Math. Comp. 62 (1994), 799-808
MSC: Primary 65C10
MathSciNet review: 1220826
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Abstract: We analyze the lattice structure of certain types of linear congruential generators (LCGs), which include close approximations to the add-with-carry and subtract-with-borrow (AWC/SWB) random number generators introduced by Marsaglia and Zaman, and also to combinations of the latter with ordinary LCGs. It follows from our results that all these generators have an unfavorable lattice structure in large dimensions.

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Keywords: Random number generation, lattice structure, combined generators
Article copyright: © Copyright 1994 American Mathematical Society