• DocumentCode
    2777061
  • Title

    Linear recurrences with carry as uniform random number generators

  • Author

    Couture, Raymond ; Ecuyer, Pierre L.

  • Author_Institution
    Dept. d´´Inf. et de Recherche Oper., Montreal Univ., Que., Canada
  • fYear
    1995
  • fDate
    3-6 Dec 1995
  • Firstpage
    263
  • Lastpage
    267
  • Abstract
    We study the multiply-with-carry family of generators proposed by G. Marsaglia (1994) as a generalisation of the previous add-with-carry and subtract-with-borrow families of G. Marsaglia and A. Zaman (1991). We define for them a general (infinite) state space and focus our attention on the (finite) subset of recurrent states. This subset will, in turn, split into possibly several subgenerators. We discuss the uniformity of the d-dimensional distribution of the output of these subgenerators over their full period. In order to improve this uniformity for higher dimensions, we propose a method for finding good parameters in terms of the spectral test
  • Keywords
    random number generation; state-space methods; add-with-carry families; d-dimensional distribution; infinite state space; linear recurrences; multiply-with-carry family of generators; recurrent states; spectral test; subtract-with-borrow families; uniform random number generators; Chromium; Random number generation; State-space methods; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Conference Proceedings, 1995. Winter
  • Conference_Location
    Arlington, VA
  • Print_ISBN
    0-78033018-8
  • Type

    conf

  • DOI
    10.1109/WSC.1995.478733
  • Filename
    478733