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A search for short-period Tausworthe generators over Fb\mathbb{F}_b with application to Markov chain quasi-Monte Carlo

Abstract

A one-dimensional sequence u0,u1,u2,[0,1)u_0, u_1, u_2, \ldots \in [0, 1) is said to be completely uniformly distributed (CUD) if overlapping ss-blocks (ui,ui+1,,ui+s1)(u_i, u_{i+1}, \ldots , u_{i+s-1}), i=0,1,2,i = 0, 1, 2, \ldots, are uniformly distributed for every dimension s1s \geq 1. This concept naturally arises in Markov chain quasi-Monte Carlo (QMC). However, the definition of CUD sequences is not constructive, and thus there remains the problem of how to implement the Markov chain QMC algorithm in practice. Harase (2021) focused on the tt-value, which is a measure of uniformity widely used in the study of QMC, and implemented short-period Tausworthe generators (i.e., linear feedback shift register generators) over the two-element field F2\mathbb{F}_2 that approximate CUD sequences by running for the entire period. In this paper, we generalize a search algorithm over F2\mathbb{F}_2 to that over arbitrary finite fields Fb\mathbb{F}_b with bb elements and conduct a search for Tausworthe generators over Fb\mathbb{F}_b with tt-values zero (i.e., optimal) for dimension s=3s = 3 and small for s4s \geq 4, especially in the case where b=3,4b = 3, 4, and 55. We provide a parameter table of Tausworthe generators over F4\mathbb{F}_4, and report a comparison between our new generators over F4\mathbb{F}_4 and existing generators over F2\mathbb{F}_2 in numerical examples using Markov chain QMC.

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