An a priori determination of serial correlation in computer generated random numbers

DOI10.1090/S0025-5718-1961-0144489-8zbMath0113.33504MaRDI QIDQ5720513

Martin Greenberger

Publication date: 1962

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items

Allgemeiner Bericht über Monte-Carlo-Methoden ⋮ A brief and understandable guide to pseudo-random number generators and specific models for security ⋮ Critical distances in pseudorandom sequences generated with composite moduli ⋮ Autocorrelations between pseudo-random numbers ⋮ Deterministic Simulation of Random Processes ⋮ Pseudo-random numbers and optimal coefficients ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ Pseudo-random numbers - a new proposal for the choice of multiplicators ⋮ Costruzione di numeri pseudorandom con periodo superiore alla base \(m\) ⋮ An exact determination of serial correlations of pseudo-random numbers

Cites Work

• On a Periodic Property of Pseudo-Random Sequences
• On Sequences of Pseudo-Random Numbers of Maximal Length
• A New Pseudo-Random Number Generator
• Serial Correlation in the Generation of Pseudo-Random Numbers
• Notes on a New Pseudo-Random Number Generator
• Theorems on Dedekind Sums