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In case you did not read all the slides of Regis Lebrun’s talk on pseudo-random generators I posted yesterday, one result from Marsaglia’s (in a 1968 PNAS paper) exhibited my ignorance during Regis’ Big’ MC seminar on Thursday. Marsaglia indeed showed that all multiplicative congruential generators
lie on a series of hyperplanes whose number gets ridiculously small as the dimension d increases! If you turn the
they are on a small number of hyperplanes, at most
Filed under: R, Statistics, University life Tagged: congruential generators, Introducing Monte Carlo Methods with R, Monte Carlo methods, Monte Carlo Statistical Methods, random simulation, RANDU
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