The digital multistep method generates uniform pseudorandom numbers by transforming sequences of integers obtained by multistep recursions. The statistical independence properties of these pseudorandom numbers depend on the characteristic polynomial of the recursion. We describe a method of calculating characteristic polynomials that are optimal with respect to statistical independence of pairs of successive pseudorandom numbers. Tables of such optimal characteristic polynomials for degrees ≤64 are included.
All Science Journal Classification (ASJC) codes
- Theoretical Computer Science
- Numerical Analysis
- Computer Science Applications
- Computational Theory and Mathematics
- Computational Mathematics