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Linear congruential generators of order K>1

Published: 01 December 1988 Publication History

Abstract

We present a class of random number generators defined by a linear congruential recursion of order k ≥ 1, modulo m, and whose period can attain mk - 1. The spectral test can be extended to this class of generators, and permits the computation of the distance between the successive t-dimensional hyperplanes in which lie all the t-tuples of successive values. In terms of the spectral test, these generators could be almost as good as the best regular (order 1) linear congruential generators with modulus close to mk - 1. We discuss the implementation of computer programs to search for maximal period generators of this kind and to apply the (generalized) spectral test. We also present the results of a search to find good vectors of multipliers, for some values of the modulus m, and give an example of a portable implementation.

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  • (2017)History of uniform random number generationProceedings of the 2017 Winter Simulation Conference10.5555/3242181.3242195(1-29)Online publication date: 3-Dec-2017
  • (2017)Developments in pseudo‐random number generatorsWIREs Computational Statistics10.1002/wics.14049:5Online publication date: 8-Aug-2017
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cover image ACM Conferences
WSC '88: Proceedings of the 20th conference on Winter simulation
December 1988
896 pages
ISBN:0911801421
DOI:10.1145/318123
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

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Published: 01 December 1988

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Cited By

View all
  • (2024)SwiftRL: Towards Efficient Reinforcement Learning on Real Processing-In-Memory Systems2024 IEEE International Symposium on Performance Analysis of Systems and Software (ISPASS)10.1109/ISPASS61541.2024.00029(217-229)Online publication date: 5-May-2024
  • (2017)History of uniform random number generationProceedings of the 2017 Winter Simulation Conference10.5555/3242181.3242195(1-29)Online publication date: 3-Dec-2017
  • (2017)Developments in pseudo‐random number generatorsWIREs Computational Statistics10.1002/wics.14049:5Online publication date: 8-Aug-2017
  • (2015)Uniform Random NumbersWiley StatsRef: Statistics Reference Online10.1002/9781118445112.stat05982.pub2(1-14)Online publication date: 18-Dec-2015
  • (2009)Scalable parallel multiple recursive generators of large orderParallel Computing10.1016/j.parco.2008.09.01235:1(29-37)Online publication date: 1-Jan-2009
  • (2003)A system of high-dimensional, efficient, long-cycle and portable uniform random number generatorsACM Transactions on Modeling and Computer Simulation10.1145/945511.94551313:4(299-309)Online publication date: 1-Oct-2003
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