Congruence operator of the pseudo-random numbers generator and a modification of Euclidean decomposition

DOI10.1515/MCMA.1995.1.3.203zbMATH Open0849.65001OpenAlexW2014890693MaRDI QIDQ4868311

M. V. Antipov

Publication date: 6 March 1996

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1995.1.3.203

zbMATH Keywords

Euclidean algorithmpseudo-random numbersMonte Carlo calculationsEuclidean decompositionautocorrelation analysiscongruent generators

Mathematics Subject Classification ID

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

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