Random Number Generation
1. **Problem statement:**
(a) Transform random numbers uniform on $[0,1]$ to uniform on $[-11,17]$.
(b) Generate three two-digit random integers and corresponding random numbers using linear congruential method with $X_0=27$, $a=8$, $c=47$, $m=100$.
(c) Generate four three-digit random integers and corresponding random numbers using multiplicative congruential method with $X_0=117$, $a=43$, $m=1000$.
(d) Determine if given linear congruential generators can achieve maximum period and state restrictions on $X_0$.
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2. **(a) Transforming uniform random numbers:**
If $U$ is uniform on $[0,1]$, to transform to $[A,B]$ use:
$$X = A + (B - A)U$$
Here, $A = -11$, $B = 17$, so:
$$X = -11 + (17 - (-11))U = -11 + 28U$$
This means multiply $U$ by 28 and subtract 11 to get uniform on $[-11,17]$.
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3. **(b) Linear congruential method (LCG):**
Formula:
$$X_{n+1} = (aX_n + c) \bmod m$$
Given $X_0=27$, $a=8$, $c=47$, $m=100$.
Calculate:
- $X_1 = (8 \times 27 + 47) \bmod 100 = (216 + 47) \bmod 100 = 263 \bmod 100 = 63$
- $X_2 = (8 \times 63 + 47) \bmod 100 = (504 + 47) \bmod 100 = 551 \bmod 100 = 51$
- $X_3 = (8 \times 51 + 47) \bmod 100 = (408 + 47) \bmod 100 = 455 \bmod 100 = 55$
Corresponding random numbers $U_n = X_n / m$:
- $U_1 = 63/100 = 0.63$
- $U_2 = 51/100 = 0.51$
- $U_3 = 55/100 = 0.55$
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4. **(c) Multiplicative congruential method (MCG):**
Formula:
$$X_{n+1} = (aX_n) \bmod m$$
Given $X_0=117$, $a=43$, $m=1000$.
Calculate:
- $X_1 = (43 \times 117) \bmod 1000 = 5031 \bmod 1000 = 31$
- $X_2 = (43 \times 31) \bmod 1000 = 1333 \bmod 1000 = 333$
- $X_3 = (43 \times 333) \bmod 1000 = 14319 \bmod 1000 = 319$
- $X_4 = (43 \times 319) \bmod 1000 = 13717 \bmod 1000 = 717$
Corresponding random numbers $U_n = X_n / m$:
- $U_1 = 31/1000 = 0.031$
- $U_2 = 333/1000 = 0.333$
- $U_3 = 319/1000 = 0.319$
- $U_4 = 717/1000 = 0.717$
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5. **(d) Maximum period and restrictions on $X_0$:**
For maximum period:
- Mixed LCG (with $c \neq 0$) achieves max period $m$ if:
1. $c$ and $m$ are relatively prime.
2. $a-1$ divisible by all prime factors of $m$.
3. If $m$ divisible by 4, then $a-1$ divisible by 4.
- Multiplicative LCG (with $c=0$) achieves max period $m-1$ if:
1. $m$ is prime or power of prime.
2. $a$ is a primitive root modulo $m$.
3. $X_0$ is relatively prime to $m$.
Check each:
i) Mixed LCG: $a=2814749767109$, $c=59482661568307$, $m=2^{48}$.
- $c$ and $m$ are relatively prime? Since $m$ is power of 2, $c$ must be odd.
- $c$ is odd (ends with 7), so yes.
- $a-1$ must be divisible by 2 (prime factor of $m$) and by 4 (since $m$ divisible by 4).
- Check $a-1$ even and divisible by 4.
- $a$ is odd, so $a-1$ is even.
- Check divisibility by 4: $2814749767109 -1 = 2814749767108$ divisible by 4? Yes.
- So max period $m=2^{48}$ achievable.
- $X_0$ must be odd (relatively prime to $m$).
ii) Multiplicative LCG: $a=69069$, $c=0$, $m=2^{32}$.
- Max period $m-1=2^{32}-1$ if $a$ is primitive root mod $m$.
- Since $m$ is power of 2, multiplicative LCG max period is $m/4=2^{30}$ if $a \equiv 3 \mod 8$ or $5 \mod 8$.
- $69069 \bmod 8 = 5$, so max period $2^{30}$ achievable.
- $X_0$ must be odd.
iii) Mixed LCG: $a=4951$, $c=247$, $m=256$.
- $c=247$ and $m=256$ are relatively prime? Yes, since 247 is odd and 256 is power of 2.
- Prime factors of $m$ is 2.
- $a-1=4950$ divisible by 2? Yes.
- $m$ divisible by 4, so $a-1$ divisible by 4? $4950 \bmod 4 = 2$, no.
- So max period not achievable.
iv) Multiplicative LCG: $a=6507$, $c=0$, $m=1024=2^{10}$.
- Max period is $m/4=256$ if $a \equiv 3$ or $5 \mod 8$.
- $6507 \bmod 8 = 3$, so max period 256 achievable.
- $X_0$ must be odd.
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**Final answers:**
(a) $X = -11 + 28U$
(b) $X_1=63$, $U_1=0.63$; $X_2=51$, $U_2=0.51$; $X_3=55$, $U_3=0.55$
(c) $X_1=31$, $U_1=0.031$; $X_2=333$, $U_2=0.333$; $X_3=319$, $U_3=0.319$; $X_4=717$, $U_4=0.717$
(d)
- (i) Max period $2^{48}$ achievable; $X_0$ odd.
- (ii) Max period $2^{30}$ achievable; $X_0$ odd.
- (iii) Max period not achievable.
- (iv) Max period 256 achievable; $X_0$ odd.