Long-range correlations in linear and non-linear random number generators

DOI10.1016/0167-8191(90)90108-LMaRDI QIDQ749148zbMATH OpenOpenAlexFDO

Authors A. De Matteis, Simonetta Pagnutti

Publication date 1990

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-8191(90)90108-l

zbMATH Keywords

long-range correlationsparallel computingMIMD computerpseudorandom numberscongruential generatorsinversive generatorslinear and non-linear methods

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Recommendations

• Long range correlations in linear congruential generators
• A remark on long-range correlations in multiplicative pseudo random number generators
• A UNIFIED VIEW OF LONG-PERIOD RANDOM NUMBER GENERATORS
• On the adequacy of pseudy-random number generators (or: How big a period do we need?)
• scientific article; zbMATH DE number 1302619

Cited in

(12)

• Evaluation of splittable pseudo-random generators
• Computation of critical distances within multiplicative congruential pseudorandom number sequences
• A note on local randomness in polynomial random number and random function generators
• Long range correlations in linear congruential generators
• Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
• Critical distances in pseudorandom sequences generated with composite moduli
• Getting rid of correlations among pseudorandom numbers: discarding versus tempering
• Parallel use of multiplicative congruential random number generators
• On Nonlinear Correlation of Random Elements
• A remark on long-range correlations in multiplicative pseudo random number generators
• Using rngstreams for parallel random number generation in C++ and R
• Good random number generators are (not so) easy to find

This page was built for publication: Long-range correlations in linear and non-linear random number generators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q749148)