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タイトルThe correlation structure of several popular pseudorandom number generators
著者(英)Merrick, R.; Martin, C. F.; Neuman, F.
著者所属(英)NASA Ames Research Center
発行日1973-07-01
言語eng
内容記述One of the desirable properties of a pseudorandom number generator is that the sequence of numbers it generates should have very low autocorrelation for all shifts except for zero shift and those that are multiples of its cycle length. Due to the simple methods of constructing random numbers, the ideal is often not quite fulfilled. A simple method of examining any random generator for previously unsuspected regularities is discussed. Once they are discovered it is often easy to derive the mathematical relationships, which describe the mathematical relationships, which describe the regular behavior. As examples, it is shown that high correlation exists in mixed and multiplicative congruential random number generators and prime moduli Lehmer generators for shifts a fraction of their cycle lengths.
NASA分類MATHEMATICS
レポートNO73N26618
NASA-TM-X-62275
権利No Copyright
URIhttps://repository.exst.jaxa.jp/dspace/handle/a-is/65193


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