Posts Tagged ‘ RANDU ’

Congruential generators all are RANDUs!

January 30, 2010
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Congruential generators all are RANDUs!

In case you did not read all the slides of Regis Lebrun’s talk on pseudo-random generators I posted yesterday, one result from Marsaglia’s (in a 1968 PNAS paper) exhibited my ignorance during Regis’ Big’ MC seminar on Thursday. Marsaglia indeed showed that all multiplicative congruential generatorslie on a series of hyperplanes whose number gets ridiculously

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