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Efficient prediction of Marsaglia-Zaman random number generators

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1 Author(s)
Bach, Eric ; Dept. of Comput. Sci., Wisconsin Univ., Madison, WI, USA

We show that the random number generator of Marsaglia and Zaman (1991) produces the successive digits of a rational b-adic number. (The b-adic number system generalizes p-adic numbers to an arbitrary integer base b.) Using continued fractions, we derive an efficient prediction algorithm for this generator

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Information Theory, IEEE Transactions on  (Volume:44 ,  Issue: 3 )