A remark on long-range correlations in multiplicative pseudo random number generators (Q1113604)
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scientific article; zbMATH DE number 4082808
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| English | A remark on long-range correlations in multiplicative pseudo random number generators |
scientific article; zbMATH DE number 4082808 |
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A remark on long-range correlations in multiplicative pseudo random number generators (English)
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1989
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\textit{A. DeMatteis} and \textit{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.
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multiplicative congruential pseudo random number generators
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prime moduli
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0.8715077042579651
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0.8493462204933167
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0.8360962271690369
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0.8297097086906433
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0.8268351554870605
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