samedi 16 avril 2016

How do Linear Congruential Generators arrive at their parameters?

Could someone please explain to me the process which Psuedo Random Number Generators - specifically linear congruential generators - take to arrive at their parameters?

I found this wikipedia article that shows some parameters in common use: http://ift.tt/1U16pWo

I can think of some brute-force ways of just iterating through numbers applying the function and checking for cycles before going to the next, but I would really like to know how, for example, Donald Knuth arrives at a multiplier of 6364136223846793005 and an increment of 1442695040888963407 for 64 Bit integers.

Any links to relevant literature on this topic would also be much appreciated.




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