Efficient spectral tests for multiple recursive generators

Lih-Yuan Deng, Bryan R. Winter, Jyh-Jen Horng Shiau, Henry Horng-Shing Lu, Nirman Kumar and Ching-Chi Yang

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 4, 1100-1115

Abstract: Large-order maximum-period Multiple Recursive Generators (MRGs) have become popular in the area of computer simulation. They have the nice properties of high-dimensional equi-distribution, generating efficiency, long period, and portability. The spectral test is a commonly used criterion for ranking pseudo-random number generators. Procedures for computing the spectral test values of MRGs are available in the literature but may not be efficient when the order of the MRG is large. In this article, we propose a novel method for the spectral test computation of MRGs that is simple, intuitive, and particularly efficient for MRGs with few non zero terms. With the proposed method, we are able to provide a list of ready-to-use “better” generators with respect to the spectral test performance among the DX generators of order k for various values of k.

Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2024.2329772 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:54:y:2025:i:4:p:1100-1115

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2024.2329772

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().