Asymptotical behavior of linear congruential generators (Q5315934)
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scientific article; zbMATH DE number 2204261
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| English | Asymptotical behavior of linear congruential generators |
scientific article; zbMATH DE number 2204261 |
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Asymptotical behavior of linear congruential generators (English)
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12 September 2005
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random number generation
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linear congruential generators (LCG)
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spectral test
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weak convergence of distributions
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probability metrics
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admissibility in dimension
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numerial examples
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0.8509364128112793
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0.8459280729293823
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0.8421298265457153
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0.8376228213310242
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0.8328081965446472
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