Harmonic analysis of random number generators

dc.creatorSchnetz, Oliver
dc.date1996-10-04
dc.date.accessioned2026-07-07T09:16:06Z
dc.date.available2026-07-07T09:16:06Z
dc.descriptionThe spectral test of random number generators (R.R. Coveyou and R.D. McPherson, 1967) is generalized. The sequence of random numbers is analyzed explicitly, not just via their n-tupel distributions. We find that the mixed multiplicative generator with power of two modulus does not pass the extended test with an ideal result. Best qualities has a new generator with the recursion formula X(k+1)=a*X(k)+c*int(k/2) mod 2^d. We discuss the choice of the parameters a, c for very large moduli 2^d and present an implementation of the suggested generator with d=256, a=2^128+2^64+2^32+62181, c=(2^160+1)*11463.
dc.description21 pages, LaTeX, AMSsymbols, 8 BigTeX figures
dc.identifierhttps://arxiv.org/abs/physics/9610004
dc.identifierhttp://arxiv.org/abs/physics/9610004
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/153240
dc.subjectComputational Physics
dc.titleHarmonic analysis of random number generators
dc.typetext

Files

Collections