Intrinsic relations in the structure of linear congruential generators modulo 2β

Ora E. Percus, Jerome Percus

Research output: Contribution to journalArticle

Abstract

We derive two different general relationships that exist among terms of the linear congruential generator xi+1 = axi + b mod 2β that are separated by powers of two. These two relationships are not equivalent except in one special case which turns out to be Marsaglia's result.

Original languageEnglish (US)
Pages (from-to)381-383
Number of pages3
JournalStatistics and Probability Letters
Volume15
Issue number5
DOIs
StatePublished - Dec 8 1992

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Linear Congruential Generator
Modulo
Term
Relationships
Intrinsic
Generator

Keywords

  • linear congruential generator
  • long range corelations
  • Monte Carlo simulation
  • Random number generator

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Statistics and Probability

Cite this

Intrinsic relations in the structure of linear congruential generators modulo 2β . / Percus, Ora E.; Percus, Jerome.

In: Statistics and Probability Letters, Vol. 15, No. 5, 08.12.1992, p. 381-383.

Research output: Contribution to journalArticle

Percus, Ora E. ; Percus, Jerome. / Intrinsic relations in the structure of linear congruential generators modulo 2β . In: Statistics and Probability Letters. 1992 ; Vol. 15, No. 5. pp. 381-383.
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