Long-range correlations in linear and non-linear random number generators
DOI10.1016/0167-8191(90)90108-LzbMATH Open0712.65005OpenAlexW2143511725MaRDI QIDQ749148FDOQ749148
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
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long-range correlationsparallel computingMIMD computerpseudorandom numberscongruential generatorsinversive generatorslinear and non-linear methods
Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)
Cited In (12)
- Getting rid of correlations among pseudorandom numbers: discarding versus tempering
- Using rngstreams for parallel random number generation in C++ and R
- Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
- A remark on long-range correlations in multiplicative pseudo random number generators
- Computation of critical distances within multiplicative congruential pseudorandom number sequences
- Good random number generators are (not so) easy to find
- Critical distances in pseudorandom sequences generated with composite moduli
- Long range correlations in linear congruential generators
- On Nonlinear Correlation of Random Elements
- A note on local randomness in polynomial random number and random function generators
- Parallel use of multiplicative congruential random number generators
- Evaluation of splittable pseudo-random generators
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