A comparison of the correlational behavior of random number generators for the IBM 360

Authors:
John RB Whittlesey
Affiliations:
Mandrel Industries, Inc., Houston, TX
Venue:
Communications of the ACM
Year:
1968

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Abstract

Hutchinson states that the “new” (prime modulo) multiplicative congruential pseudorandom generator, attributed to D.H. Lehmer, has passed the usual statistical tests for random number generators. It is here empirically shown that generators of this type can produce sequences whose autocorrelation functions up to lag 50 exhibit evidence of nonrandomness for many multiplicative constants. An alternative generator proposed by Tausworthe, which uses irreducible polynomials over the field of characteristic two, is shown to be free from this defect.The applicability of these two generators to the IBM 360 is then discussed. Since computer word size can affect a generator's statistical behavior, the older mixed and simple congruential generators, although extensively tested on computers having 36 or more bits per word, may not be optimum generators for the IBM 360.