Getting rid of correlations among pseudorandom numbers: discarding versus tempering

Authors:
Stefan Wegenkittl;Makoto Matsumoto
Affiliations:
Univ. of Salzburg;Kyushu Univ.
Venue:
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Year:
1999

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Abstract

We consider the impact of discarding and tempering on modern huge period high speed linear generators, and illustrate how a simple strategy yields unexpected &mdashh; and unwanted — success in a fair coin gambling which is simulated by a recently proposed generator. It becomes clear that discarding is no general rule to get rid of unwanted correlations.