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Statistische Hefte

, Volume 27, Issue 1, pp 315–326 | Cite as

A non-linear congruential pseudo random number generator

  • Jürgen Eichenauer
  • Jürgen Lehn
Algorithms

Abstract

A non-linear congruential pseudo random number generator is introduced. This generator does not have the lattice structure in the distribution of tuples of consecutive pseudo random numbers which appears in the case of linear congruential generators. A theorem on the period length of sequences produced by this type of generators is proved. This theorem justifies an algorithm to determine the period length. Finally a simulation problem is described where a linear congruential generator produces completely useless results whereas good results are obtained if a non-linear congruential generator of about the same period length is applied.

AMS 1980 subject classification

Primary: 65 C 10 Secondary: 68 J 99 

Key words and phrases

pseudo random number generator lattice structure period length 

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Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • Jürgen Eichenauer
    • 1
  • Jürgen Lehn
    • 1
  1. 1.Fachbereich Mathematik der Technischen Hochschule DarmstadtArbeitsgruppe Stochastik und Operations ResearchDarmstadt

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