The serial test for a nonlinear pseudorandom number generator
HTML articles powered by AMS MathViewer
- by Takashi Kato, Li-Ming Wu and Niro Yanagihara PDF
- Math. Comp. 65 (1996), 761-769 Request permission
Abstract:
Let $M = 2^{w},$ and $G_{M} = \{1,3,...,M-1 \}.$ A sequence $\{y_{n} \}, y_{n} \in G_{M},$ is obtained by the formula $y_{n+1} \equiv a{\overline {y}_{n}} + b + cy_{n} \; \mathrm {mod} \; M.$ The sequence $\{x_{n} \}, x_{n}=y_{n}/M,$ is a sequence of pseudorandom numbers of the maximal period length $M/2$ if and only if $a+c \equiv 1$ (mod 4), $b \equiv 2$ (mod 4). In this note, the uniformity is investigated by the 2-dimensional serial test for the sequence. We follow closely the method of papers by Eichenauer-Herrmann and Niederreiter.References
- Jürgen Eichenauer-Herrmann, Inversive congruential pseudorandom numbers avoid the planes, Math. Comp. 56 (1991), no. 193, 297–301. MR 1052092, DOI 10.1090/S0025-5718-1991-1052092-X
- Jürgen Eichenauer-Herrmann, Statistical independence of a new class of inversive congruential pseudorandom numbers, Math. Comp. 60 (1993), no. 201, 375–384. MR 1159168, DOI 10.1090/S0025-5718-1993-1159168-9
- Jürgen Eichenauer-Herrmann, On generalized inversive congruential pseudorandom numbers, Math. Comp. 63 (1994), no. 207, 293–299. MR 1242056, DOI 10.1090/S0025-5718-1994-1242056-8
- J. Eichenauer-Herrmann, H. Grothe, H. Niederreiter, and A. Topuzoğlu, On the lattice structure of a nonlinear generator with modulus $2^\alpha$, J. Comput. Appl. Math. 31 (1990), no. 1, 81–85. Random numbers and simulation (Lambrecht, 1988). MR 1068151, DOI 10.1016/0377-0427(90)90338-Z
- Jürgen Eichenauer, Jürgen Lehn, and Alev Topuzoğlu, A nonlinear congruential pseudorandom number generator with power of two modulus, Math. Comp. 51 (1988), no. 184, 757–759. MR 958641, DOI 10.1090/S0025-5718-1988-0958641-1
- Jürgen Eichenauer-Herrmann and Harald Niederreiter, Lower bounds for the discrepancy of inversive congruential pseudorandom numbers with power of two modulus, Math. Comp. 58 (1992), no. 198, 775–779. MR 1122066, DOI 10.1090/S0025-5718-1992-1122066-X
- T. Kato, L.-M. Wu, and N. Yanagihara, On a nonlinear congruential pseudorandom number generator, Math. Comp. 65 (1996) (to appear).
- Donald E. Knuth, The art of computer programming. Vol. 2, 2nd ed., Addison-Wesley Series in Computer Science and Information Processing, Addison-Wesley Publishing Co., Reading, Mass., 1981. Seminumerical algorithms. MR 633878
- Harald Niederreiter, The serial test for congruential pseudorandom numbers generated by inversions, Math. Comp. 52 (1989), no. 185, 135–144. MR 971407, DOI 10.1090/S0025-5718-1989-0971407-2
- Harald Niederreiter, Recent trends in random number and random vector generation, Ann. Oper. Res. 31 (1991), no. 1-4, 323–345. Stochastic programming, Part II (Ann Arbor, MI, 1989). MR 1118905, DOI 10.1007/BF02204856
- Harald Niederreiter, Random number generation and quasi-Monte Carlo methods, CBMS-NSF Regional Conference Series in Applied Mathematics, vol. 63, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1992. MR 1172997, DOI 10.1137/1.9781611970081
- H. Salié, Über die Kloostermanschen Summen S(u,v;q), Math. Z. 34 (1932), 91–109.
Additional Information
- Takashi Kato
- Affiliation: Department of Mathematics, Faculty of Education, Chiba University, 1-33 Yayoi-cho, Chiba City, 263 Japan
- Li-Ming Wu
- Affiliation: Department of Mathematics, Faculty of Science, Chiba University, 1-33 Yayoi-cho, Chiba City, 263 Japan
- Niro Yanagihara
- Affiliation: Department of Mathematics, Faculty of Science, Chiba University, 1-33 Yayoi-cho, Chiba City, 263 Japan
- Email: yanagi@math.s.chiba-u.ac.jp
- Received by editor(s): October 25, 1994
- © Copyright 1996 American Mathematical Society
- Journal: Math. Comp. 65 (1996), 761-769
- MSC (1991): Primary 65C10; Secondary 11K45
- DOI: https://doi.org/10.1090/S0025-5718-96-00712-0
- MathSciNet review: 1333317