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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L'Ecuyer, P., Touzin, R. On the Deng-Lin random number generators and related methods. Statistics and Computing 14, 5–9 (2004). https://doi.org/10.1023/B:STCO.0000009417.88960.81
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DOI: https://doi.org/10.1023/B:STCO.0000009417.88960.81
- multiple recursive generator (MRG)
- lattice structure
- efficient generator
- statistical test of randomness