大阶多重递归生成器的搜索

Kenneth B. Pasiah, L. Deng, Dale Bowman, Ching-Chi Yang
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引用次数: 0

摘要

伪随机数(prn)是几乎所有统计模拟的基础,这在很大程度上取决于所使用的伪随机数生成器(PRNG)的质量。在本研究中,我们利用数论的一些结果,提出了一种加速超阶最大周期多重递归发生器(mrg)计算机搜索的有效方法。我们进行了高效的计算机搜索,并识别了超级订单40751,50551和50873的许多高效和便携式mrg;它们分别具有40751、50551和50873维度的等分布特性,周期长度约为10380278.1、10471730.6和10474729.3。利用广义Mersenne素数算法,推广了一些有效的、可移植的、最大周期mrg的一些已知结果。特别地,将DX/DL/DS/DT大阶发生器推广到超阶发生器。广泛的经验评估表明,这些发电机在经过严格的TestU01封装的小挤压和挤压电池测试时表现良好。
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Searching for Large-Order Multiple Recursive Generators
Pseudo-random numbers (PRNs) are the basis for almost any statistical simulation and this depends largely on the quality of the pseudo-random number generator (PRNG) used. In this study, we used some results from number theory to propose an efficient method to accelerate the computer search of super-order maximum-period multiple recursive generators (MRGs). We conduct efficient computer searches and identify many efficient and portable MRGs of super-orders, 40751, 50551, and 50873; which respectively have equi-distribution property up to 40751, 50551, and 50873 dimensions, and period lengths of approximately 10380278.1, 10471730.6, and 10474729.3. Using the generalized Mersenne prime algorithm, we extend some known results of some efficient, portable and maximum-period MRGs. In particular, the DX/DL/DS/DT large-order generators are extended to super-order generators. An extensive empirical evaluation shows that these generators behave well when tested with the stringent Small Crush and Crush batteries of the TestU01 package.
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