Intrinsic relations in the structure of linear congruential generators modulo 2[beta]

Ora E. Percus and J. K. Percus

Statistics & Probability Letters, 1992, vol. 15, issue 5, 381-383

Abstract: We derive two different general relationships that exist among terms of the linear congruential generator xi+1 = axi + b mod 2[beta] that are separated by powers of two. These two relationships are not equivalent except in one special case which turns out to be Marsaglia's result.

Keywords: Random; number; generator; linear; congruential; generator; Monte; Carlo; simulation; long; range; corelations (search for similar items in EconPapers)
Date: 1992
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