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

Ora Engelberg Percus, Jerome K. Percus

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish (US)
Pages (from-to)161-168
Number of pages8
JournalCombinatorics, Probability and Computing
Volume1
Issue number2
DOIs
StatePublished - Jun 1992

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Statistics and Probability
  • Computational Theory and Mathematics
  • Applied Mathematics

Fingerprint Dive into the research topics of 'An Expanded Set of Correlation Tests for Linear Congruential Random Number Generators'. Together they form a unique fingerprint.

Cite this