Reverse multiple recursive random number generators

Reverse multiple recursive random number generators

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Article ID: iaor20061851
Country: Netherlands
Volume: 164
Issue: 2
Start Page Number: 402
End Page Number: 405
Publication Date: Jul 2005
Journal: European Journal of Operational Research
Authors:
Keywords: Random numbers
Abstract:

Every multiple recursive generator (MRG) has an associated reverse MRG that generates the same sequence but in reverse order. An explicit formula for the recurrence of this reverse MRG is derived based on finite field arithmetic. These two MRGs are equal in both periodicity and spectral value. This property could be exploited to reduce the number of candidates when searching for good MRG parameters.

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