R. R. Coveyou
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).
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Index Terms
- Serial Correlation in the Generation of Pseudo-Random Numbers
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