A remark on long-range correlations in multiplicative pseudo random number generators
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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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- Congruence operator of the pseudo-random numbers generator and a modification of Euclidean decomposition
- Parallel use of multiplicative congruential random number generators
- Testing random number generators by numerical modeling of an exactly solvable problem
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