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Pseudo-random numbers and congruential methods

Abstract:

The pseudo numbers are the essential basis of the simulation. Usually, all randomness involved in the model is obtained from a random number generator that produces a succession of values that are supposed to be realizations of a sequence of independent random variables and identically distributed uniforms U (0, 1). To be more explicit about the use of pseudo numbers, we will analyze concepts such as mixed or linear congruence method, multiplicative congruence method, additive congruence method.