Groupe d’études et de recherche en analyse des décisions


On the Deng-Lin Random Number Generators and Related Methods


We study the structure and point out weaknesses of recently-proposed random number generators based on special types of linear recurrences with small coefficients, which allow fast implementations. Our theoretical analysis is complemented by the results of simple empirical statistical tests that the generators fail decisively. Directions for improvement and alternative generators are also pointed out.

, 11 pages