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  5. Generation of stochastic sequence by congruential generator

Generation of stochastic sequence by congruential generator

V.V. Shvidkiy, E.V. Faure, V.V. Veretelnik, V.A. Shcherba
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In the article the way of stochastic sequence generation by congruential generator is examined. The estimation of the maximum period of repetition of a stochastic sequence is done. The possibility of getting the uncorrelated uniformly distributed random sequence of congruent numbers of maximum period, which amounts to tens of years (if the random number generator productivity is up to 1012 random numbers per second).
Keywords: random number generator, congruential generator, stochastic sequence, uniformly distributed sequence