Accession Number : AD0685578


Title :   RANDOM NUMBERS FALL MAINLY IN THE PLANES


Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA MATHEMATICS RESEARCH LAB


Personal Author(s) : Marsaglia, George


Full Text : http://www.dtic.mil/get-tr-doc/pdf?AD=AD0685578


Report Date : Aug 1968


Pagination or Media Count : 9


Abstract : Most of the world's computer centers use congruential random number generators. This note points out that such random number generators produce points in 2,3,4,... dimensions which are too regular for many Monte Carlo calculations. The trouble is that the points fall exactly on a lattice with quite a gross structure. The paper gives details of the degree of regularity of such generators in terms of sets of relatively few parallel hyperplanes which contain all of the points produced by the generator.


Descriptors :   *MONTE CARLO METHOD, *NUMBER THEORY, BINARY ARITHMETIC, COMPUTER PROGRAMMING, PROBLEM SOLVING, RANDOM VARIABLES, THEOREMS


Subject Categories : Theoretical Mathematics


Distribution Statement : APPROVED FOR PUBLIC RELEASE