抄録
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.
| 本文言語 | English |
|---|---|
| ホスト出版物のタイトル | Winter Simulation Conference Proceedings |
| 出版社 | IEEE |
| ページ | 309-315 |
| ページ数 | 7 |
| 出版ステータス | Published - 1995 |
| イベント | Proceedings of the 1995 Winter Simulation Conference, WSC'95 - Arlington, VA, USA 継続期間: 1995 12 3 → 1995 12 6 |
Other
| Other | Proceedings of the 1995 Winter Simulation Conference, WSC'95 |
|---|---|
| City | Arlington, VA, USA |
| Period | 95/12/3 → 95/12/6 |
ASJC Scopus subject areas
- 化学的な安全衛生
- ソフトウェア
- 安全性、リスク、信頼性、品質管理
- 応用数学
- モデリングとシミュレーション