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

Content Provider	IEEE Xplore Digital Library
Author	Sakamoto, M. Morito, S.
Copyright Year	1995
Description	Author affiliation: Dept. of Ind. Eng. & Manage., Waseda Univ., Tokyo, Japan (Sakamoto, M.; Morito, S.)
Abstract	Two or more multiplicative congruential random-number generators with prime modulus combined by means of a method proposed by Wichmann and Hill (1982) 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 is always satisfied or is more easily verifiable when the modulus of each of the component generators is a safe prime. The other purpose of this paper 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 a 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.
Starting Page	309
Ending Page	315
File Size	670507
Page Count	7
File Format	PDF
ISBN	0780330188
DOI	10.1109/WSC.1995.478740
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1995-12-03
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Random number generation Sampling methods Discrete event simulation Industrial engineering Engineering management Books Application software Computer applications
Content Type	Text
Resource Type	Article

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