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

Ora E. Percus, J. K. 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

Keywords

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

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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