Abstract
The principal aim of pseudorandom number generation is to devise and analyze deterministic algorithms for generating sequences of numbers which simulate a sequence of i.i.d random variables with given distribution function. We shall deal here exclusively with pseudorandom numbers for the uniform distribution on the interval [0,1], i.e. with uniform pseudorandom numbers. We refer to Knuth [16], Niederreiter [18], Ripley [25], and to the recent survey by Niederreiter [24] for a general background on uniform pseudorandom number generation.
Keywords
- Pseudorandom Number
- Primitive Polynomial
- Congruential Generator
- Congruential Method
- Linear Congruential Generator
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© 1992 Springer-Verlag Berlin Heidelberg
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Niederreiter, H. (1992). Nonlinear Methods for Pseudorandom Number and Vector Generation. In: Pflug, G., Dieter, U. (eds) Simulation and Optimization. Lecture Notes in Economics and Mathematical Systems, vol 374. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48914-3_11
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DOI: https://doi.org/10.1007/978-3-642-48914-3_11
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