×

A remark on long-range correlations in multiplicative pseudo random number generators. (English) Zbl 0662.65003

A. DeMatteis and S. Pagnutti [ibid. 53, 595-608 (1988; Zbl 0633.65006)] analyzed multiplicative congruential pseudo random number generators with composite moduli and 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.

MSC:

65C10 Random number generation in numerical analysis

Citations:

Zbl 0633.65006
PDFBibTeX XMLCite
Full Text: DOI EuDML

References:

[1] DeMatteis, A., Pagnutti, S.: Parallelization of random number generators and long-range correlations. Numer. Math.53, 595-608 (1988) · Zbl 0633.65006 · doi:10.1007/BF01397554
[2] Knuth, D.E.: The art of the computer programming, Vol. 2, 2nd Ed. Reading (Mass.): Addison-Wesley 1981 · Zbl 0477.65002
[3] Ripley, B.D.: The lattice structure of pseudo-random number generator. Proc. R. Soc. Lond. A389, 197-204 (1983) · Zbl 0516.65003 · doi:10.1098/rspa.1983.0103
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.