An investigation of the uniform random number generator

Most random number generators that are in use today are of the congruential form X(i+1) + AX(i) + C mod M where A, C, and M are nonnegative integers. If C=O, the generator is called the multiplicative type and those for which C/O are called mixed congruential generators. It is easy to see that congruential generators will repeat a sequence of numbers after a maximum of M values have been generated. The number of numbers that a procedure generates before restarting the sequence is called the length or the period of the generator. Generally, it is desirable to make the period as long as possible. A detailed discussion of congruential generators is given. Also, several promising procedures that differ from the multiplicative and mixed procedure are discussed.