Asymptotical behavior of linear congruential generators

DOI10.1515/156939605777585971zbMath1081.65008OpenAlexW1971976226MaRDI QIDQ5315934

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Publication date: 12 September 2005

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

Full work available at URL: https://doi.org/10.1515/156939605777585971

zbMATH Keywords

probability metricsspectral testrandom number generationnumerial examplesweak convergence of distributionsadmissibility in dimensionlinear congruential generators (LCG)

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (2)

The limit behavior of sequences generated by parallel linear congruential generators ⋮ Admissible and Asymptotically Optimal Linear Congruential Generators

Cites Work

• Unnamed Item
• An Introduction to the Geometry of Numbers
• Multiplicative Congruential Random Number Generators with Modulus 2 β : An Exhaustive Analysis for β = 32 and a Partial Analysis for β = 48
• Modern Theory of Summation of Random Variables
• Tables of linear congruential generators of different sizes and good lattice structure
• Fourier Analysis of Uniform Random Number Generators

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