THE AUTOCORRELATION AND JOINT DISTRIBUTION FUNCTIONS OF THE SEQUENCES, {a/m j-sq}, {a/m (j+tau)-sq}
Abstract
The present-day extensive use of Monte Carlo procedures necessitates the careful investigation of methods for the generation of random numbers. In its simplest form, the underlying principle of all Monte Carlo procedures finds its expression in the following theorem: let 0oo1 be a sequence equidistributed over (0,1), and let f(x) be a function Riemann integrable on (0, 1); then Nj1f(xj) N 1of(x)dx.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 15, 1963
- Accession Number
- AD0402790
Entities
People
- D. L. Jagerman
Organizations
- System Development Corporation