P. L'Ecuyer and R. Couture. An implementation of the lattice and spectral tests for multiple recursive linear random number generators. INFORMS Journal on Computing, 9(2):209--217, 1997. Home/Search Document Not in Database Summary Related Articles Check |
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P. L'Ecuyer and R. Couture. An implementation of the lattice and spectral tests for multiple recursive linear random number generators. INFORMS Journal on Computing, 9(2):206--217, 1997.
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L'Ecuyer, P. and R. Couture (1997). An implementation of the lattice and spectral tests for multiple recursive linear random number generators. INFORMS Journal on Computing, Vol. 9, No. 2, pp. 206--217.
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....that duplicate vectors are counted as many times as they appear in it, so # I always has cardinality m . It is well known that in the case of a MRG, this set is the intersection of a lattice L I with the t dimensional unit hypercube [0, 1) L I contains the set Z of all integer vectors [4,10]. This implies that # I lies on a limited number of equidistant parallel hyperplanes, at a distance (say) d I apart. A standard way of measuring the uniformity of # I is to compute this d I , which must be as small as possible for all index sets I that one wishes to consider. This is called the ....
P. L'Ecuyer and R. Couture. An implementation of the lattice and spectral tests for multiple recursive linear random number generators. INFORMS Journal on Computing, 9(2):206--217, 1997.
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P. L'Ecuyer and R. Couture. An implementation of the lattice and spectral tests for multiple recursive linear random number generators. INFORMS Journal on Computing, 9(2):209--217, 1997.
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P. L'Ecuyer, R. Couture, An implementation of the lattice and spectral tests for multiple recursive linear random number generators, INFORMS Journal on Computing 9 (2) (1997) 209--217.
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