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.
ASJC Scopus subject areas
- Theoretical Computer Science
- Statistics and Probability
- Computational Theory and Mathematics
- Applied Mathematics