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The correlation structure of several popular pseudorandom number generatorsOne of the desirable properties of a pseudorandom number generator is that the sequence of numbers it generates should have very low autocorrelation for all shifts except for zero shift and those that are multiples of its cycle length. Due to the simple methods of constructing random numbers, the ideal is often not quite fulfilled. A simple method of examining any random generator for previously unsuspected regularities is discussed. Once they are discovered it is often easy to derive the mathematical relationships, which describe the mathematical relationships, which describe the regular behavior. As examples, it is shown that high correlation exists in mixed and multiplicative congruential random number generators and prime moduli Lehmer generators for shifts a fraction of their cycle lengths.
Document ID
19730017891
Acquisition Source
Legacy CDMS
Document Type
Technical Memorandum (TM)
Authors
Neuman, F.
(NASA Ames Research Center Moffett Field, CA, United States)
Merrick, R.
(NASA Ames Research Center Moffett Field, CA, United States)
Martin, C. F.
(NASA Ames Research Center Moffett Field, CA, United States)
Date Acquired
September 2, 2013
Publication Date
July 1, 1973
Subject Category
Mathematics
Report/Patent Number
NASA-TM-X-62275
Accession Number
73N26618
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.

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