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Matrix generators for pseudo-random vector generation

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Abstract

In this paper a method for the direct generation of pseudo-random vectors is considered. Thereby the n-th pseudo-random vector is recursively generated from the (n−1)-th pseudo-random vector by multiplication with a matrix. The period lengths of this generator type are examined and characterized. Furthermore it is shown that some popular pseudo-random number generators can be regarded as special cases of this method.

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Authors and Affiliations

  1. Fachbereich Mathematik, Technische Hochschule Darmstadt, Schlossgartenstrasse 7, D-6100, Darmstadt

    Holger Grothe

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  1. Holger Grothe
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Grothe, H. Matrix generators for pseudo-random vector generation. Statistische Hefte 28, 233–238 (1987). https://doi.org/10.1007/BF02932602

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  • DOI: https://doi.org/10.1007/BF02932602

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