On the autocorrelation structure of inversive congruential pseudorandom number sequences

DOI10.1007/BF02925329zbMath0766.65001OpenAlexW2007403237MaRDI QIDQ4019005

Publication date: 16 January 1993

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925329

zbMATH Keywords

pseudorandom number generator autocorrelation structure uniform pseudorandom numbers inversive congruential method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (2)

Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers ⋮ On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus. II

Uses Software

PSEUDORAN

Cites Work

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Quasi-Monte Carlo methods and pseudo-random numbers

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