The serial test for pseudo-random numbers generated by the linear congruential method
- Cite this article as:
- Niederreiter, H. Numer. Math. (1985) 46: 51. doi:10.1007/BF01400255
We consider the linear congruential method for pseudo-random number generation and establish effective criteria for the choice of parameters in this method which guarantee statistical almost-independence of successive pseudo-random numbers. Applications to numerical integration are also discussed.