论文信息 - A remark on long-range correlations in multiplicative congruential pseudo random number generators

A remark on long-range correlations in multiplicative congruential pseudo random number generators

SummaryIn DeMatteis and Pagnutti [1] multiplicative congruential pseudo random number generators with composite moduli are analysed and it is proved that there are strong correlations between terms located far apart in the generated sequences. In this note the same result is obtained for multiplicative congruential generators with prime moduli.

Jürgen Eichenauer-Herrmann | Holger Grothe

[1] Donald Ervin Knuth,et al. The Art of Computer Programming, 2nd Ed. (Addison-Wesley Series in Computer Science and Information , 1978 .

[2] A. Matteis,et al. Parallelization of random number generators and long-range correlations , 1988 .

[3] Brian David Ripley,et al. The lattice structure of pseudo-random number generators , 1983, Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences.