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Admissible and Asymptotically Optimal Linear Congruential Generators

Author

Listed:
  • Nekrutkin V.
  • Samakhova M.

    (Math. Department, St. Petersburg University, Universitetsky av. 28, 198504, St. Petersburg, Petrodvorets, Russia.)

Abstract

The paper is devoted to the theoretical study of the so-called spectral test for Linear Congruential Generators (briefly, LCGs) of pseudorandom numbers with moduli 2p and full periods. Using the technique developed in V. Gerlovina and V. Nekrutkin, Monte Carlo Methods and Appl. 11:2, 2005, we present several examples of admissible and asymptotical optimal sequences of multiplicators. These examples give rise to well-directed search methods for LCGs with good equidistribution properties.

Suggested Citation

  • Nekrutkin V. & Samakhova M., 2007. "Admissible and Asymptotically Optimal Linear Congruential Generators," Monte Carlo Methods and Applications, De Gruyter, vol. 13(3), pages 227-244, August.
  • Handle: RePEc:bpj:mcmeap:v:13:y:2007:i:3:p:227-244:n:4
    DOI: 10.1515/mcma.2007.012
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    References listed on IDEAS

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    1. Gerlovina V. & Nekrutkin V., 2005. "Asymptotical behavior of linear congruential generators," Monte Carlo Methods and Applications, De Gruyter, vol. 11(2), pages 135-162, June.
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    Cited by:

    1. Nekrutkin V. & Sabitov R., 2009. "Spectral test and spectral distance for multiplicative generators with moduli 2p," Monte Carlo Methods and Applications, De Gruyter, vol. 15(1), pages 1-10, January.

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    1. Nekrutkin V. & Sabitov R., 2009. "Spectral test and spectral distance for multiplicative generators with moduli 2p," Monte Carlo Methods and Applications, De Gruyter, vol. 15(1), pages 1-10, January.

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