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november 2010 volume 1 number 2 - Advances in Electronics and ...

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ADVANCES IN ELECTRONICS AND TELECOMMUNICATIONS, VOL. 1, NO. 2, NOVEMBER <strong>2010</strong> 51<br />

Improv<strong>in</strong>g Statistical Properties of Number<br />

Sequences Generated by Multiplicative Congruential<br />

Pseudor<strong>and</strong>om Generator<br />

Abstract—A new method of improv<strong>in</strong>g the properties of <strong>number</strong><br />

sequences produced by a multiplicative congruential pseudor<strong>and</strong>om<br />

generator (MCPG) was proposed. The characteristic<br />

feature of the method is the simultaneous usage of <strong>number</strong>s<br />

generated by the sawtooth chaotic map, realized <strong>in</strong> a f<strong>in</strong>itestate<br />

mach<strong>in</strong>e, <strong>and</strong> symbols produced by the same map. The<br />

period of generated sequences can be significantly longer than<br />

theperiodof sequencesproducedbyamultiplicativecongruential<br />

pseudor<strong>and</strong>om generator realized <strong>in</strong> the same mach<strong>in</strong>e. It is<br />

shown that sequences obta<strong>in</strong>ed with the use of the proposed<br />

method pass all statistical tests from thest<strong>and</strong>ard NISTstatistical<br />

test suite v.1.8.<br />

Index Terms—pseudor<strong>and</strong>om generators, shuffl<strong>in</strong>g, comb<strong>in</strong>ed<br />

generators, sequences of symbols, statistical properties<br />

Mieczysław Jessa<br />

I. INTRODUCTION<br />

PSEUDORANDOM <strong>number</strong> sequences are used <strong>in</strong> many<br />

fieldsof science.Everyprogramm<strong>in</strong>glanguageprovidesa<br />

pseudor<strong>and</strong>om <strong>number</strong> generator that produces a sequence of<br />

nonnegative <strong>in</strong>tegers {p0, p1, ...} with <strong>in</strong>teger upper bound b,<br />

<strong>and</strong>thenuses {x0 = p0/b, x1 = p1/b, ...} asanapproximation<br />

of an <strong>in</strong>dependent <strong>and</strong> identically distributed (i.i.d.) sequence<br />

from unit <strong>in</strong>terval I = (0, 1). In almost all programm<strong>in</strong>g languages,<br />

<strong>number</strong>s {p0, p1, ...} are generated by a multiplicative<br />

congruential pseudor<strong>and</strong>om generator (MCPG) of the form<br />

pn = (apn−1) mod b n = 1, 2, .... (1)<br />

The properties of generated sequences depend strongly on the<br />

choice of two parameters: a multiplier a <strong>and</strong> a modulus b. To<br />

obta<strong>in</strong> maximal-length sequences (m-sequences), modulus b<br />

hastobe aprime<strong>number</strong><strong>and</strong>multiplier ahastobe aprimitive<br />

element modulo b [1]–[3]. Because the value for b is usually<br />

determ<strong>in</strong>ed by the <strong>number</strong> of bits used to encode <strong>number</strong>s,<br />

the statistical properties of generated sequences depend on the<br />

choice of the multiplier. In general, the choice of a “good” a<br />

is not simple <strong>and</strong> the <strong>number</strong>of multipliersgenerat<strong>in</strong>g<strong>number</strong><br />

sequences with good statistical properties is quite small [1],<br />

[2].<br />

In this paper, we propose a new method of improv<strong>in</strong>g<br />

properties of m-sequences produced by generator (1). The<br />

method exploits a sequence of symbols produced by the sawtooth<br />

chaotic map, implemented <strong>in</strong> computer <strong>in</strong> the modular<br />

arithmetic. The sequence is used to shuffle the output stream<br />

of MCPG. The same stream is shuffled <strong>in</strong> different ways,<br />

M. Jessa is with the Poznan University of Technology, Faculty of <strong>Electronics</strong><br />

<strong>and</strong> Telecommunications (e-mail: mjessa@et.put.poznan.pl).<br />

produc<strong>in</strong>g different sequences. The obta<strong>in</strong>ed sequences are<br />

comb<strong>in</strong>ed <strong>in</strong>to a s<strong>in</strong>gle sequence which forms the output<br />

stream. The generation of successive <strong>number</strong>s is slightly<br />

slower but we obta<strong>in</strong> additional control parameters (degrees<br />

of freedom) which can be used for improv<strong>in</strong>g the statistical<br />

properties of generated sequences, <strong>in</strong>clud<strong>in</strong>g the possibility<br />

of <strong>in</strong>creas<strong>in</strong>g the period of the sequences. The statistical<br />

properties of output streams are verified with the use of the<br />

st<strong>and</strong>ard NIST statistical test suite v.1.8 [4].<br />

This paper is organized as follows. Section II describes the<br />

method <strong>and</strong> the period of generated sequences. The results<br />

of the statistical tests from the st<strong>and</strong>ard NIST statistical test<br />

suitev.1.8,appliedtosequencesproducedbytheMCPG<strong>and</strong>to<br />

sequences produced by the proposed generator, are presented<br />

<strong>in</strong> Section III. Conclusions are drawn <strong>in</strong> Section IV.<br />

II. THE METHOD<br />

One of the characteristic features of many pseudor<strong>and</strong>om<br />

<strong>number</strong> generators is that <strong>number</strong>s obta<strong>in</strong>ed <strong>in</strong> the iterative<br />

procedure are simultaneously the output of the generator.<br />

MacLaren <strong>and</strong> Marsaglia suggested that the output stream of<br />

l<strong>in</strong>ear congruential pseudor<strong>and</strong>om <strong>number</strong> generator should<br />

be shuffled by us<strong>in</strong>g another, perhaps simpler, generator to<br />

obta<strong>in</strong> sequences with better statistical properties [2], [3].<br />

The first generator produces sequences which fill a table <strong>and</strong><br />

the second one is used to read off elements from this table.<br />

Because a s<strong>in</strong>gle pseudor<strong>and</strong>om<strong>number</strong>generatorcan be used<br />

to generate <strong>in</strong>dependent pseudor<strong>and</strong>om <strong>number</strong>s, it can also<br />

be used to shuffle itself [2], [3]. This method, us<strong>in</strong>g only one<br />

generator, was applied by Gebhardt to improve the statistical<br />

properties of <strong>number</strong> sequences produced by the Fibonacci<br />

generator[5].In1976Bays<strong>and</strong>Durhamproposeda methodof<br />

us<strong>in</strong>g a s<strong>in</strong>gle generatorto shuffle <strong>number</strong>sequencesproduced<br />

by the MCPG, known as RANDU [6]. Although shuffl<strong>in</strong>g can<br />

improvethe statistical propertiesof sequencesproducedby the<br />

MCPG, it is <strong>in</strong>sufficient to ensure that all statistical tests from<br />

the st<strong>and</strong>ard NIST statistical test suite v.1.8 could be passed<br />

for many a. Another approach uses comb<strong>in</strong>ed generators. In<br />

such type of generator the output streams of two or more<br />

generators (called source generators) are comb<strong>in</strong>ed, usually<br />

with the use of modulo 2 operation, <strong>in</strong>to a s<strong>in</strong>gle stream. The<br />

output sequence of the comb<strong>in</strong>ed generator has significantly<br />

longer period <strong>and</strong> better statistical properties than the output<br />

sequences of the source generators. Examples of comb<strong>in</strong>ed<br />

generators can be found, e.g., <strong>in</strong> [1], [3]. To achieve a positive

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