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

Published online by Cambridge University Press:  12 September 2008

Ora Engelberg Percus  and
Jerome K. Percus
Ora Engelberg Percus
Affiliation:
Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York, NY 10012
Jerome K. Percus
Affiliation:
Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York, NY 10012
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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.

Information

Type
Research Article
Information
Combinatorics, Probability and Computing , Volume 1 , Issue 2 , June 1992 , pp. 161 - 168
Copyright
Copyright © Cambridge University Press 1992

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