On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method. II
- 1 October 1974
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 28 (128) , 1117-1132
- https://doi.org/10.2307/2005370
Abstract
The discrepancy of a sequence of pseudo-random numbers generated by the linear congruential method is estimated for parts of the period which are somewhat larger than the square root of the modulus. Applications to numerical integration are mentioned.Keywords
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- On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential MethodMathematics of Computation, 1972
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