Long-range correlation analysis of the Wichmann-Hill random number generator

A. De Matteis, S. Pagnutti

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Abstract

The distribution of points (rn, rn+s), n = 0, 1, 2,...whose coordinates are terms at distance s of the pseudorandom sequence generated by the Wichmann and Hill method is studied. It is known that for many congruential generators critical values of the distance s exist such that these points, far from being uniformly distributed, are concentrated on very few lines. An algorithm is described for computing the critical distances within the Wichmann-Hill sequence and the results obtained are compared with those of other linear congruential generators. © 1993 Chapman & Hall.
Original languageEnglish
Pages (from-to)67 - 70
Number of pages4
JournalStatistics and Computing
Volume3
Issue number2
DOIs
Publication statusPublished - Jun 1993

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All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Theory and Mathematics

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