ON THE LATTICE STRUCTURE OF CERTAIN LINEAR CONGRUENTIAL SEQUENCES RELATED TO AWC SWB GENERATORS/

Authors
COUTURE R LECUYER P
Citation
R. Couture et P. Lecuyer, ON THE LATTICE STRUCTURE OF CERTAIN LINEAR CONGRUENTIAL SEQUENCES RELATED TO AWC SWB GENERATORS/, Mathematics of computation, 62(206), 1994, pp. 799-808
Citations number
11
Categorie Soggetti
Mathematics,Mathematics
Journal title
Mathematics of computation → ACNP
ISSN journal
00255718
Volume
62
Issue
206
Year of publication
1994
Pages
799 - 808
Database
ISI
SICI code
0025-5718(1994)62:206<799:OTLSOC>2.0.ZU;2-Q
Abstract
We analyze the lattice structure of certain types of linear congruenti al generators (LCGs), which include close approximations to the add-wi th-carry and subtract-with-borrow (AWC/SWB) random number generators i ntroduced by Marsaglia and Zaman, and also to combinations of the latt er with ordinary LCGs. It follows from our results that all these gene rators have an unfavorable lattice structure in large dimensions.