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A non-linear congruential pseudo random number generator. (English) Zbl 0607.65001
A non-linear congruential pseudo random number generator is introduced. This generator does not have the lattice structure in the distribution of tuples of consecutive pseudo-random numbers which appears in the case of linear congruential generators. A theorem on the period length of sequences produced by this type of generators is proved. This theorem justifies an algorithm to determine the period length. Finally a simulation problem is described where a linear congruential generator produces completely useless results whereas good results are obtained if a non-linear congruential generator of about the same period length is applied.

MSC:
65C10 Random number generation in numerical analysis
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