Admissible and Asymptotically Optimal Linear Congruential Generators

Nekrutkin V. () and Samakhova M.
Additional contact information
Nekrutkin V.: Email: vnekr@mail.ru
Samakhova M.: Math. Department, St. Petersburg University, Universitetsky av. 28, 198504, St. Petersburg, Petrodvorets, Russia.

Monte Carlo Methods and Applications, 2007, vol. 13, issue 3, 227-244

Abstract: The paper is devoted to the theoretical study of the so-called spectral test for Linear Congruential Generators (briefly, LCGs) of pseudorandom numbers with moduli 2p and full periods. Using the technique developed in V. Gerlovina and V. Nekrutkin, Monte Carlo Methods and Appl. 11:2, 2005, we present several examples of admissible and asymptotical optimal sequences of multiplicators. These examples give rise to well-directed search methods for LCGs with good equidistribution properties.

Keywords: Random number generation; linear congruential generators; spectral test. (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1515/mcma.2007.012 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:mcmeap:v:13:y:2007:i:3:p:227-244:n:4

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/mcma/html

DOI: 10.1515/mcma.2007.012

Access Statistics for this article

Monte Carlo Methods and Applications is currently edited by Karl K. Sabelfeld

More articles in Monte Carlo Methods and Applications from De Gruyter
Bibliographic data for series maintained by Peter Golla ().