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Modulus of Linear Congruential Random Number Generator

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Abstract

This paper considers the problem of empirically analyzing the linear congruential generators (LCGs) with ten largest prime moduli smaller than 231. For each modulus, a computer exhaustive search is conducted to find the 20 good multipliers with respect to spectral value for the full period LCGs. Eleven two-level statistical tests are applied to evaluate and compare the local randomness behaviors of these good LCGs. It is shown that modulus does not significantly affect spectral value. The spectral value and the two-level statistical test are also uncorrelated.

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Authors and Affiliations

  1. Department of Industrial Engineering and Management, National Kaohsiung University of Applied Sciences, Kaohsiung, 807, Taiwan

    Hui-Chin Tang

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  1. Hui-Chin Tang
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Correspondence to Hui-Chin Tang.

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Tang, HC. Modulus of Linear Congruential Random Number Generator. Qual Quant 39, 413–422 (2005). https://doi.org/10.1007/s11135-004-6788-6

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  • DOI: https://doi.org/10.1007/s11135-004-6788-6

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