Long range correlations in linear congruential generators
Journal Article
·
· J. Comput. Phys.; (United States)
Primitive linear congruential random number generators introduce correlations among elements separated by powers of two which thereby introduce errors into Monte Carlo procedures. A generalization of this phenomenon is made in this paper to all linear congruential generators with fixed multiplier using a power of two as modulus. (AIP)
- Research Organization:
- Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York, New York 10012
- OSTI ID:
- 6963744
- Journal Information:
- J. Comput. Phys.; (United States), Journal Name: J. Comput. Phys.; (United States) Vol. 77:1; ISSN JCTPA
- Country of Publication:
- United States
- Language:
- English
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