Combination of multiplicative congruential random-number generators with safe prime modulus

Munetaka Sakamoto, Susumu Morito

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    3 Citations (Scopus)

    Abstract

    Two or more multiplicative congruential random-number generators with prime modulus combined by means of a method proposed by Wichmann and Hill yield a random-number generator equivalent to a multiplicative congruential random-number generator with modulus equal to the product of the moduli of the component multiplicative congruential generators. The period of a random-number sequence obtained by the Wichmann-Hill method is equal to the least common multiple of the periods of the combined sequences. One of the two purposes of this paper is to present a necessary and sufficient set of efficiently verifiable conditions, for the period to be equal to its maximum, which is the maximum of the least common multiple. Each of the conditions will be always satisfied or will be more easily verifiable, when the modulus of each of the component generators is safe prime. The other purpose is to derive an efficiently evaluatable formula for serial correlations of the maximum-period sequences by the Wichmann-Hill method. The authors recommend (i) to make the modulus of each of the component generators safe prime, and (ii) to chose the multipliers of the components so as to (a) maximize the period and (b) make the serial correlations small in absolute value.

    Original languageEnglish
    Title of host publicationWinter Simulation Conference Proceedings
    PublisherIEEE
    Pages309-315
    Number of pages7
    Publication statusPublished - 1995
    EventProceedings of the 1995 Winter Simulation Conference, WSC'95 - Arlington, VA, USA
    Duration: 1995 Dec 31995 Dec 6

    Other

    OtherProceedings of the 1995 Winter Simulation Conference, WSC'95
    CityArlington, VA, USA
    Period95/12/395/12/6

    ASJC Scopus subject areas

    • Chemical Health and Safety
    • Software
    • Safety, Risk, Reliability and Quality
    • Applied Mathematics
    • Modelling and Simulation

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  • Cite this

    Sakamoto, M., & Morito, S. (1995). Combination of multiplicative congruential random-number generators with safe prime modulus. In Winter Simulation Conference Proceedings (pp. 309-315). IEEE.