Numerische Mathematik

, Volume 46, Issue 1, pp 51–68

The serial test for pseudo-random numbers generated by the linear congruential method

  • Harald Niederreiter

DOI: 10.1007/BF01400255

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.

Subject Classifications

AMS 65C1065D30CR: G3

Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • Harald Niederreiter
    • 1
  1. 1.Mathematical InstituteAustrian Academy of SciencesViennaAustria