Asymptotical behavior of linear congruential generators

DOI10.1515/156939605777585971MaRDI QIDQ5315934zbMATH OpenOpenAlexFDO

Authors

Publication date 12 September 2005

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939605777585971

zbMATH Keywords

admissibility in dimensionlinear congruential generators (LCG)numerial examplesprobability metricsrandom number generationspectral testweak convergence of distributions

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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• Marsaglia's lattice test and non-linear congruential pseudo-random number generators

Cites work

• An Introduction to the Geometry of Numbers
• Fourier Analysis of Uniform Random Number Generators
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Modern Theory of Summation of Random Variables
• Multiplicative Congruential Random Number Generators with Modulus 2 β : An Exhaustive Analysis for β = 32 and a Partial Analysis for β = 48
• Tables of linear congruential generators of different sizes and good lattice structure

Cited in

(6)

• Bad subsequences of well-known linear congruential pseudorandom number generators
• scientific article; zbMATH DE number 1866909 (Why is no real title available?)
• Spectral properties of a linear congruent generator in special cases
• Admissible and Asymptotically Optimal Linear Congruential Generators
• Upper bounds for the Beyer ratios of linear congruential generators
• The limit behavior of sequences generated by parallel linear congruential generators

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