Inversive and linear congruential pseudorandom number generators in empirical tests

  • Authors:
  • Hannes Leeb;Stefan Wegenkittl

  • Affiliations:
  • Univ. Salzburg, Salzburg, Austria;Univ. Salzburg, Salzburg, Austria

  • Venue:
  • ACM Transactions on Modeling and Computer Simulation (TOMACS)
  • Year:
  • 1997

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Abstract

We present results from a series of empirical tests of pseudorandom number generators. The tests cover a broad range of designs due to bit-oriented, efficient test statistics and a testing procedure inwhich we vary the sample size, dimension, and the statistics' resolution within vast bounds. Inversive generation methods pass the tests for a broader range of thest parameters thatn linear generators with equal period legth. The results exemplify how the lattice structure of linear generatorsf can affect a stochastic simulation and suggest the use of inversive generators for cross-checking the results.