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Next: Testing Random Number Generators Up: Methods for Random Number Previous: Inversive Congruential Generators

Combination Generator


Better quality sequences can often be obtained by combining the output of the basic generators to create a new random sequence as follows:
where tex2html_wrap_inline1573 is typically either the exclusive-or operator or addition modulo some integer m, and x and y are sequences from two independent generators. It is best if the cycle length of the two generators is relatively prime, for this implies that the cycle length of z will be the product of that of the basic generators. One can show that the statistical properties of z are no worse than those of x or y [11]. In fact, one expects it would be much superior but little has yet been proven to date.

Good combined generators have been developed by L'Ecuyer [35], based on the addition of Linear Congruential sequences.

The National Center for Supercomputing Applications

University of Illinois at Urbana-Champaign


Last modified: September 16, 1997