Harmonic analysis of random number generators

Details Harmonic analysis of random number generators Harmonic analysis of random number generators

1996-10-04

arxiv.org/abs/physics/9610004v1

Physics

Computational Physics

21 pages, LaTeX, AMSsymbols, 8 BigTeX figures

Scientific paper

The spectral test of random number generators (R.R. Coveyou and R.D. McPherson, 1967) is generalized. The sequence of random numbers is analyzed explicitly, not just via their n-tupel distributions. We find that the mixed multiplicative generator with power of two modulus does not pass the extended test with an ideal result. Best qualities has a new generator with the recursion formula X(k+1)=a*X(k)+c*int(k/2) mod 2^d. We discuss the choice of the parameters a, c for very large moduli 2^d and present an implementation of the suggested generator with d=256, a=2^128+2^64+2^32+62181, c=(2^160+1)*11463.

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