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Licensed Unlicensed Requires Authentication Published by De Gruyter August 28, 2007

Admissible and Asymptotically Optimal Linear Congruential Generators

  • V. Nekrutkin and M. Samakhova
From the journal

The paper is devoted to the theoretical study of the so-called spectral test for Linear Congruential Generators (briefly, LCGs) of pseudorandom numbers with moduli 2p and full periods. Using the technique developed in V. Gerlovina and V. Nekrutkin, Monte Carlo Methods and Appl. 11:2, 2005, we present several examples of admissible and asymptotical optimal sequences of multiplicators. These examples give rise to well-directed search methods for LCGs with good equidistribution properties.

Published Online: 2007-08-28
Published in Print: 2007-08-21

Copyright 2005, Walter de Gruyter

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