DMCA
Inversive Pseudorandom Number Generators: Empirical Results
BibTeX
@MISC{Wp_inversivepseudorandom,
author = {Workpackage Wp and Karl Entacher and Hannes Leeb},
title = {Inversive Pseudorandom Number Generators: Empirical Results},
year = {}
}
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Abstract
Inversive congruential generators have many attractive theoretical properties (see the contribution of Entacher and Hellekalek [6] in this volume). However, it is still unknown if and in what respect the new generators are superior to the traditional ones in real-world stochastic simulations. In this paper, we study the behavior of linear congruential and inversive congruential random number generators in stringent statistical tests with varying parameters. We find that the performance of linear generators depends heavily on the choice of the testparameters, while that of inversive generators does not. We conclude that stochastic simulations should not be based on linear generators alone but also on inversive generators. Contents 1 Introduction 2 2 Basic digit test 3 2.1 Empirical results : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 3 3 Extended digit test 5 3.1 Empirical results : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 5 4 A run tes...
Keyphrases
empirical result inversive pseudorandom number generator linear generator inversive generator new generator run te extended digit test traditional one stringent statistical test basic digit test inversive congruential random number generator many attractive theoretical property real-world stochastic simulation inversive congruential generator stochastic simulation
