A remark on long-range correlations in multiplicative pseudo random number generators

DOI10.1007/BF01396346zbMath0662.65003OpenAlexW2069501123MaRDI QIDQ1113604

Holger Grothe, Jürgen Eichenauer-Herrmann

Publication date: 1989

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133414

zbMATH Keywords

multiplicative congruential pseudo random number generatorsprime moduli

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (10)

On weakly correlated random numbers generator ⋮ Critical distances in pseudorandom sequences generated with composite moduli ⋮ Symmetry property of multiplicative congruential random number generator in chi-square test ⋮ Recent trends in random number and random vector generation ⋮ Computation of critical distances within multiplicative congruential pseudorandom number sequences ⋮ Parallel use of multiplicative congruential random number generators ⋮ On the CRAY-System Random Number Generator ⋮ Testing random number generators by numerical modeling of an exactly solvable problem ⋮ Uniform random number generation ⋮ Bad lattice points

Cites Work

• Unnamed Item
• Parallelization of random number generators and long-range correlations
• The lattice structure of pseudo-random number generators

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