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Serial Correlation in the Generation of Pseudo-Random Numbers

Published:01 January 1960Publication History
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Abstract

Many practiced and proposed methods for the generation of pseudo-random numbers for use in Monte Carlo calculation can be expressed in the following way: One chooses an integer P, the base; an integer λ, the multiplier, prime to P; and an integer μ, the increment, less than P (μ is frequently, but not always, zero).

References

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  1. Serial Correlation in the Generation of Pseudo-Random Numbers

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    • Published in

      cover image Journal of the ACM
      Journal of the ACM  Volume 7, Issue 1
      Jan. 1960
      79 pages
      ISSN:0004-5411
      EISSN:1557-735X
      DOI:10.1145/321008
      Issue’s Table of Contents

      Copyright © 1960 ACM

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      Association for Computing Machinery

      New York, NY, United States

      Publication History

      • Published: 1 January 1960
      Published in jacm Volume 7, Issue 1

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