Construction of inversive congruential pseudorandom number generators with maximal period length

The inversive congruential method for generating uniform pseudorandom numbers is a particularly attractive alternative to linear congruential generators with their well-known inherent deficiencies like the unfavourable coarse lattice structure in higher dimensions. In the present paper the modulus in the inversive congruential method is chosen as a power of an arbitrary odd prime. The existence of inversive congruential generators with maximal period length is proved by a new constructive characterization of these generators.     

Orbits and Lattices for Linear Random Number Generators with Composite Moduli

In order to analyze certain types of combinations of multiple recursive linear congruential generators (MRGs), we introduce a generalized spectral test. We show how to apply the test in large dimensions by a recursive procedure based on the fact that such combinations are subgenerators of other MRGs with composite moduli. We illustrate this with the well-known RANMAR generator. We also design an algorithm generalizing the procedure to arbitrary random number generators.

     

On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus,II

One of the alternatives to linear congruential pseudorandom number generators with their known deficiencies is the inversive congruential method with prime power modulus. Recently, it was proved that pairs of inversive congruential pseudorandom numbers have nice statistical independence properties. In the present paper it is shown that a similar result cannot be obtained fork-tuples withk≥3 since their discrepancy is too large. The method of proof relies on the evaluation of certain exponential sums. In view of the present result the inversive congruential method with prime power modulus seems to be not absolutely suitable for generating uniform pseudorandom numbers.     

On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus

The inversive congruential method for generating uniform pseudorandom numbers has been introduced recently as an alternative to linear congruential generators with their coarse lattice structure. In the present paper the statistical independence properties of pairs of consecutive pseudorandom numbers obtained from an inversive congruential generator with prime power modulus are analysed by means of the serial test. Upper bounds for the discrepancy of these pairs are established which are essentially best possible. The results show that the inversive congruential method with prime power modulus performs uniformly satisfactorily under the serial test. The methods of proof rely heavily on the evaluation of certain exponential sums which resemble Kloosterman sums.     

Compound nonlinear congruential pseudorandom numbers

The nonlinear congruential method for generating uniform pseudorandom numbers has several very promising properties. However, an implementation in multiprecision of these pseudorandom number generators is usually necessary. In the present paper a compound version of the nonlinear congruential method is introduced, which overcomes this disadvantage. It is shown that the generated sequences have very attractive statistical independence properties. The results that are established are essentially best possible and show that the generated pseudorandom numbers model true random numbers very closely. The method of proof relies heavily on a thorough analysis of exponential sums.     

A Method of Systematic Search for Optimal Multipliers in Congruential Random Number Generators

This paper presents a method of systematic search for optimal multipliers for congruential random number generators. The word-size of computers is a limiting factor for development of random numbers. The generators for computers up to 32 bit word-size are already investigated in detail by several authors. Some partial works are also carried out for moduli of 2⁴⁸ and higher sizes. Rapid advances in computer technology introduced recently 64 bit architecture in computers. There are considerable efforts to provide appropriate parameters for 64 and 128 bit moduli. Although combined generators are equivalent to huge modulus linear congruential generators, for computational efficiency, it is still advisable to choose the maximum moduli for the component generators. Due to enormous computational price of present algorithms, there is a great need for guidelines and rules for systematic search techniques. Here we propose a search method which provides ‘fertile’ areas of multipliers of perfect quality for spectral test in two dimensions. The method may be generalized to higher dimensions. Since figures of merit are extremely variable in dimensions higher than two, it is possible to find similar intervals if the modulus is very large. This revised version was published online in July 2006 with corrections to the Cover Date.     

常见随机数发生器的缺陷及组合随机数发生器的理论与实践

随机数是蒙特卡罗 Monte- Carlo方法的基础 .本文首先指出线性同余法和移位寄存器 (亦称 Tausworthe)序列等常见随机数发生器的一些缺陷 ;在此基础上介绍可产生具有优良品质随机数的组合发生器。本文既介绍理论结果 ,用以证明组合发生器确实可以优于单个发生器 ;也具体构造了几个可供实际使用的组合随机数发生器。严格而全面的统计检验表明 ,它们可以产生具有优良品质的随机数     

On the linear complexity profile of nonlinear congruential pseudorandom number generators with Rédei functions

Linear complexity and linear complexity profile are important characteristics of a sequence for applications in cryptography and quasi-Monte Carlo methods. The nonlinear congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. We prove lower bounds on the linear complexity profile of nonlinear congruential pseudorandom number generators with Rédei functions which are much stronger than bounds known for general nonlinear congruential pseudorandom number generators.     

Maximally Equidistributed Combined Tausworthe Generators

Tausworthe random number generators based on a primitive trinomial allow an easy and fast implementation when their parameters obey certain restrictions. However, such generators, with those restrictions, have bad statistical properties unless we combine them. A generator is called maximally equidistributed if its vectors of successive values have the best possible equidistribution in all dimensions. This paper shows how to find maximally equidistributed combinations in an efficient manner, and gives a list of generators with that property. Such generators have a strong theoretical support and lend themselves to very fast software implementations.

     

On the Linear Complexity Profile of Nonlinear Congruential Pseudorandom Number Generators with Dickson Polynomials

Linear complexity and linear complexity profile are important characteristics of a sequence for applications in cryptography and Monte-Carlo methods. The nonlinear congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. Recently, a weak lower bound on the linear complexity profile of a general nonlinear congruential pseudorandom number generator was proven by Gutierrez, Shparlinski and the first author. For most nonlinear generators a much stronger lower bound is expected. Here, we obtain a much stronger lower bound on the linear complexity profile of nonlinear congruential pseudorandom number generators with Dickson polynomials.     

A remark on long-range correlations in multiplicative congruential pseudo random number generators

Summary In DeMatteis and Pagnutti [1] multiplicative congruential pseudo random number generators with composite moduli are analysed and it is proved that there are strong correlations between terms located far apart in the generated sequences. In this note the same result is obtained for multiplicative congruential generators with prime moduli.     

Exponential sums of nonlinear congruential pseudorandom number generators with Rédei functions

The nonlinear congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. We give new bounds of exponential sums with sequences of iterations of Rédei functions over prime finite fields, which are much stronger than bounds known for general nonlinear congruential pseudorandom number generators.     

Tables of maximally equidistributed combined LFSR generators

We give the results of a computer search for maximally equidistri-
buted combined linear feedback shift register (or Tausworthe) random number generators, whose components are trinomials of degrees slightly less than 32 or 64. These generators are fast and have good statistical properties.

     

Compound inversive congruential pseudorandom numbers: an average-case analysis

The present paper deals with the compound (or generalized) inversive congruential method for generating uniform pseudorandom numbers, which has been introduced recently. Equidistribution and statistical independence properties of the generated sequences over parts of the period are studied based on the discrepancy of certain point sets. The main result is an upper bound for the average value of these discrepancies. The method of proof is based on estimates for exponential sums.

     

On the Linear Complexity and Multidimensional Distribution of Congruential Generators over Elliptic Curves

We show that the elliptic curve analogue of the linear congruential generator produces sequences with high linear complexity and good multidimensional distribution.communicated by: A. MenezesAMS Classification: 11T23, 14H52, 65C10     

The lattice structure of pseudo-random vectors generated by matrix generators

In many areas of science the problems treated by Monte-Carlo simulations become more and more complex and more extensive. Because of that generators like linear congruential matrix generators are needed which produce enormously many pseudo-random numbers. In order to assess stochastical properties of the generated pseudo-random vectors the lattice structure of these matrix generators is studied here.     

Modified Alternating $$\vec{k}$$–generators

This paper deals with a class of pseudorandom bit generators – modified alternating –generators. This class is constructed similarly to the class of alternating step generators. Three subclasses of are distinguished, namely linear, mixed and nonlinear generators. The main attention is devoted to the subclass of linear and mixed generators generating periodic sequences with maximal period lengths. A necessary and sufficient condition for all sequences generated by the linear generators of to be with maximal period lengths is formulated. Such sequences have good statistical properties, such as distribution of zeroes and ones, and large linear complexity. Two methods of cryptanalysis of the proposed generators are given. Finally, three new classes of modified alternating –generators, designed especially to be more secure, are presented.     

On lattice profile of the elliptic curve linear congruential generators

Lattice tests are quality measures for assessing the intrinsic structure of pseudorandom number generators. Recently a new lattice test has been introduced by Niederreiter and Winterhof. In this paper, we present a general inequality that is satisfied by any periodic sequence. Then, we analyze the behavior of the linear congruential generators on elliptic curves (EC-LCG) under this new lattice test and prove that the EC-LCG passes it up to very high dimensions. We also use a result of Brandstätter and Winterhof on the linear complexity profile related to the correlation measure of order $k$ to present lower bounds on the linear complexity profile of some binary sequences derived from the EC-LCG.     

The sub-lattice structure of linear congruential random number generators

Sequences of pseudo-random numbers are discussed which are generated by the linear congruential method where the period is equal to the modulus m. Such sequences are divided into non-overlapping vectors with n components. In this way for each initial number exactly m/gcd(n, m) different vectors are obtained. It is shown that the periodic continuation (with period m) of these vectors forms a grid which is a sub-grid of the familiar grid generated by all m overlapping vectors. A sub-lattice structure also exists for certain multiplicative congruential generators which are often used in practice.     

Lower bounds for the discrepancy of triples of inversive congruential pseudorandom numbers with power of two modulus

This paper deals with the inversive congruential method with power of two modulusm for generating uniform pseudorandom numbers. Statistical independence properties of the generated sequences are studied based on the distribution of triples of successive pseudorandom numbers. It is shown that there exist parameters in the inversive congruential method such that the discrepancy of the corresponding point sets in the unit cube is of an order of magnitude at leastm ^–1/3. The method of proof relies on a detailed analysis of certain rational exponential sums.