Calculations with Pseudo-Random Numbers

ABSTRACT

Two pseudo-random number generators are considered, the multiplicative congruential method and the mixed congruential method. Some properties of the generated sequences are derived, and several algorithms are developed for the evaluation of xi = @@@@(i) and i = f-1 (xi is the ith element of a pseudo-random number sequence.

REFERENCES

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INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.3 PROBABILITY AND STATISTICS
      Subjects: Random number generation

General Terms:
Algorithms, Measurement, Performance, Theory, Verification