Linear Congruential Generators

  • Shu Tezuka
Part of the The Springer International Series in Engineering and Computer Science book series (SECS, volume 315)

Abstract

The linear congruential method is the most popular algorithm for random number generation in the field of computer simulations.The linear congruential generator (LCG) is defined by
$$ \begin{array}{*{20}{c}} {{X_n} = a{X_{n - 1}} + c(modM),} \\ {{u_n} = \frac{{{X_n}}}{M},} \end{array}$$
where a, c, and M are integers and Xn,n=1,2,...,is a sequence of integers with \( 0 \leqslant {X_n} < M\). The normalized sequence un, n =1,2,...,is a random number sequence in [0, 1). The following results tell us how to choose the parameters a, c, and M to obtain the maximal period lengths.

Keywords

Peri Dition 

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Copyright information

© Springer Science+Business Media New York 1995

Authors and Affiliations

  • Shu Tezuka
    • 1
  1. 1.IBM Japan, Ltd.Kanagawa-kenJapan

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