Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences

Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences

0.00 Avg rating0 Votes
Article ID: iaor19972189
Country: United States
Volume: 9
Issue: 1
Start Page Number: 57
End Page Number: 60
Publication Date: Jan 1997
Journal: INFORMS Journal On Computing
Authors:
Keywords: random number generators
Abstract:

Usually, the t-dimensional spectral test for linear congruential generators examines the lattice structure of all the points formed by taking t successive values in the sequence. This paper considers the case where the t values taken are not successive, but separated by lags that are chosen a priori. For certain classes of linear congruential and multiple recursive generators, and for certain choices of the lags, the paper gives lower bounds on the distance between hyperplanes. In some cases, those lower bounds are quite large, even in dimensions as small as t=3. The paper gives illustrations with specific classes of generators that have been proposed in the literature, and discusses the possible implications.

Reviews

Required fields are marked *. Your email address will not be published.