An Expanded Set of Correlation Tests for Linear Congruential Random Number Generators

DOI10.1017/S0963548300000171zbMath0803.65004OpenAlexW2145361597MaRDI QIDQ4291210

Ora E. Percus, Jerome K. Percus

Publication date: 2 January 1995

Published in: Combinatorics, Probability and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0963548300000171

zbMATH Keywords

correlation coefficientslinear congruential random number generatorsuperplane effects

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• A new class of random number generators
• Long range correlations in linear congruential generators
• A very fast shift-register sequence random number generator
• Random Number Generators
• Quasi-Monte Carlo methods and pseudo-random numbers
• Random Numbers Generated by Linear Recurrence Modulo Two
• Fourier Analysis of Uniform Random Number Generators

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