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2008 Aug 17
1
Wichmann-Hill Random Number Generator and the Birthday Problem
...nteresting birthday problem. If there are
M possible numbers, randomly draw N numbers from them,
the average number of dupilcations D = N(N-1)/2/M.
For Knuth-TAOCP and Knuth-TAOCP-2002, M=2^30, since this modulus is used.
D = 46566.12 for N=10M samples.
For Marsaglia-Multicarry, Super-Duper and Mersene-Twister, M=2^32. D =
11641.53 for N = 10M samples.
My testing results (see below) agree with above analysis. But for
Wichmann-Hill, it wasn't. Wichmann-Hill's cycle is 6.9536e12 (refer to RNG
help by ?RNG and Whichmann's correction in 1984). Thus M <= 6.9536e12. D
>= 7.19052...