On the Deng-Lin random number generators and related methods

نویسندگان

  • Pierre L'Ecuyer
  • Renée Touzin
چکیده

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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عنوان ژورنال:
  • Statistics and Computing

دوره 14  شماره 

صفحات  -

تاریخ انتشار 2004