We derive two different general relationships that exist among terms of the linear congruential generator xi+1 = axi + b mod 2β that are separated by powers of two. These two relationships are not equivalent except in one special case which turns out to be Marsaglia's result.
- Monte Carlo simulation
- Random number generator
- linear congruential generator
- long range corelations
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty