Efficient prediction of Marsaglia-Zaman random number generators

  • Authors:

  • E. Bach

  • Affiliations:

  • Dept. of Comput. Sci., Wisconsin Univ., Madison, WI

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

We show that the random number generator of Marsaglia and Zaman (1991) produces the successive digits of a rational b-adic number. (The b-adic number system generalizes p-adic numbers to an arbitrary integer base b.) Using continued fractions, we derive an efficient prediction algorithm for this generator