Theoretical tests for choosing the parameters of the general mixed linear congruential pseudorandom number generator

DOI10.1080/00949658008810415zbMath0441.65006OpenAlexW2132678348MaRDI QIDQ3883362

P. H. Peskun

Publication date: 1980

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658008810415

zbMATH Keywords

serial correlationstrict stationaritychoosing the parametersgeneral mixed linear congruential pseudorandom number generatormutual statistical independencetheoretical tests

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cites Work

• Pairwise independent random variables
• RANDOM NUMBERS FALL MAINLY IN THE PLANES

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