MAXIMALLY EQUIDISTRIBUTED COMBINED TAUSWORTHE GENERATORS

Authors
Citation
P. Lecuyer, MAXIMALLY EQUIDISTRIBUTED COMBINED TAUSWORTHE GENERATORS, Mathematics of computation, 65(213), 1996, pp. 203-213
Citations number
18
Categorie Soggetti
Mathematics,Mathematics
Journal title
ISSN journal
00255718
Volume
65
Issue
213
Year of publication
1996
Pages
203 - 213
Database
ISI
SICI code
0025-5718(1996)65:213<203:MECTG>2.0.ZU;2-5
Abstract
Tausworthe random number generators based on a primitive trinomial all ow an easy and fast implementation when their parameters obey certain restrictions. However, such generators, with those restrictions, have bad statistical properties unless we combine them. A generator is call ed maximally equidistributed if its vectors of successive values have the best possible equidistribution in all dimensions. This paper shows how to find maximally equidistributed combinations in an efficient ma nner, and gives a list of generators with that property. Such generato rs have a strong theoretical support and lend themselves to very fast software implementations.