Hull and Dobell’s first theorem


One of the most widely used types of pseudo-random number generator is the linear congruential sequence. These are defined by recurrence relations of the form \begin{equation}\label{eq:genrandnum_hull_dobell_01} x_{i+1} \ \equiv \ ax_{i} + c \quad (\operatorname{mod} m) \end{equation} where all the terms are non-negative integers. The usual terminology is that \(a\) is called the ‘multiplier’, \(c\) the ‘increment’ and \(m\) the ‘modulus’.

Any such sequence must be periodic since it contains at most \(m\) different numbers each of which is determined only by its predecessor. The period can therefore never exceed \(m\) but even that cannot be guaranteed. A long period is necessary but not sufficient for good pseudo-randomness, so it is important to understand the conditions that determine its length.

That is the objective of a paper published in 1962 by T. E. Hull and A. R. Dobell (Hull and Dobell, 1962). If you have read anything about the subject you have probably heard of something commonly referred to as ‘the Hull-Dobell theorem’. The paper actually presents two theorems, but it seems that only the first gets called ‘the’.

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