Matrices and the structure of random number sequences

作者: George Marsaglia , Liang-Huei Tsay

DOI: 10.1016/0024-3795(85)90192-2

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摘要: Abstract This note provides a short, self-contained treatment, using linear algebra and matrix theory, for establishing maximal periods, underlying structure, choice of starting values shift-register lagged-Fibonacci random number generators.

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