An exact determination of serial correlations of pseudo-random numbers

DOI10.1007/BF01406000zbMath0228.65006OpenAlexW1998845948MaRDI QIDQ2549914

Joachim H. Ahrens, Ulrich Dieter

Publication date: 1971

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132061

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (10)

Abschätzungen für \(\sum _{n\leq N}B_ 1(n\alpha)\). (Estimates for \(\sum _{n\leq N}B_ 1(n\alpha)\)) ⋮ A brief and understandable guide to pseudo-random number generators and specific models for security ⋮ Parallelization of random number generators and long-range correlations ⋮ The Monte Carlo method ⋮ Improving random number generators on micro-computers ⋮ Dedekind sums and generalizations of the Markov Diophantine equation ⋮ Pseudo-random numbers and optimal coefficients ⋮ Quasi-Monte Carlo methods and pseudo-random numbers ⋮ A combinatorial method for the generation of normally distributed random numbers ⋮ Computer methods for sampling from gamma, beta, Poisson and binomial distributions

Cites Work

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• Serial Correlation in the Generation of Pseudo-Random Numbers
• Random Number Generators
• Zur Theorie der Modulfunktionen.
• Some remarks on certain generalized Dedekind sums
• Autocorrelations between pseudo-random numbers
• Pseudo-Random Numbers: The Exact Distribution of Pairs
• An a priori determination of serial correlation in computer generated random numbers

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