Bad subsequences of well-known linear congruential pseudorandom number generators

  • Authors:
  • Karl Entacher

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

  • Venue:
  • ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
  • Year:
  • 1998

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Abstract

We present a spectral test analysis of full-period subsequences with small step sizes generated by well-known linear congruential pseudorandom number generators. Subsequences may occur in certain simulation problems or as a method to get parallel streams of pseudorandom numbers. Applying the spectral test, it is possible to find bad subsequences with small step sizes for almost all linear pseudorandom number generators currently in use.