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Long range correlations in linear congruential generators

โœ Scribed by Ora E Percus; Jerome K Percus


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
141 KB
Volume
77
Category
Article
ISSN
0021-9991

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โœ Aldo H. Romero; Jose M. Sancho ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 86 KB

We present the implementation of an algorithm to generate Gaussian random noises with prescribed time correlations that can be either long or short ranged. Examples of Langevin dynamics with short and long range noises are presented and discussed.