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: | Tang Hui-Chin |
Keywords: | Random numbers |
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.