On the Deng-Lin random number generators and related methods |
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Authors: | L'Ecuyer Pierre Touzin Renée |
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Affiliation: | (1) Département d'informatique et de recherche opérationnelle, Université de Montréal, C.P. 6128, Succ. Centre-Ville, Montréal, H3C 3J7, Canada |
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Abstract: | We study the structure and point out weaknesses of recently proposed random number generators based on special types of linear recurrences with small coefficients, which allow fast implementations. Our theoretical analysis is complemented by the results of simple empirical statistical tests that the generators fail decisively. Directions for improvement and alternative generators are also pointed out. |
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Keywords: | multiple recursive generator (MRG) lattice structure efficient generator statistical test of randomness |
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