Linear congruential generator
Definition taught in Simulation, part of Probability
Linear congruential generator
| Type | Definition |
| Taught in | Simulation |
| Part | Probability |
A linear congruential generator produces integers by the recursion
X_{i+1}=(aX_i+c)\bmod m,
starting from a seed X_0, with positive integer multiplier a, increment c and modulus m. The pseudorandom numbers are U_i=X_i/m. With c=0 it is a multiplicative congruential generator.
Used in
- Taught in Simulation, where the derivation and examples are.
- All 4 questions on Simulation