Spectral test and spectral distance for multiplicative generators with moduli 2p

Nekrutkin V. and Sabitov R.
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Nekrutkin V.: Math. Department, St. Petersburg University, Universitetsky av. 28, 198504 St. Petersburg, Petrodvorets, Russia. Email: vnekr@mail.ru
Sabitov R.: Math. Department, St. Petersburg University, Universitetsky av. 28, 198504 St. Petersburg, Petrodvorets, Russia. Email: m02srr@math.spbu.ru

Monte Carlo Methods and Applications, 2009, vol. 15, issue 1, 1-10

Abstract: Multiplicative generators of pseudorandom numbers with moduli 2p and full periods are studied in terms of the probabilistic interpretation of spectral test.

Keywords: Random number generation; multiplicative generators; spectral test (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1515/MCMA.2009.001

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