Symmetry properties of multiple recursive random number generators in full period and spectral test

Authors:
Hui-Chin Tang
Affiliations:
Department of Industrial Engineering and Management, National Kaohsiung University of Applied Sciences, Kaohsiung 807, Taiwan
Venue:
Applied Mathematics and Computation
Year:
2003

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Journal of the ACM (JACM)

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Abstract

We analyze the full period and spectral test of multiple recursive generators (MRGs). Every MRG has associated with it another MRG, which possesses the same full period and spectral test as the original MRG. Based on this property, the computational effort required in testing full period and spectral test is reduced by half.