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Mathematics of Computation

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Pseudorandom vector generation by the multiple-recursive matrix method

Author: Harald Niederreiter
Journal: Math. Comp. 64 (1995), 279-294
MSC: Primary 65C10; Secondary 11K45
MathSciNet review: 1265018
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Abstract: Pseudorandom vectors are of importance for parallelized simulation methods. In this paper we carry out an in-depth analysis of the multiple-recursive matrix method for the generation of uniform pseudorandom vectors which was introduced in an earlier paper of the author. We study, in particular, the periodicity properties, the lattice structure, and the behavior under the serial test for sequences of pseudorandom vectors generated by this method.

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Article copyright: © Copyright 1995 American Mathematical Society

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