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A Combined Linear Congruential Generator (CLCG) is a pseudo-random number generator algorithm based on combining two or more linear congruential generators (LCG). A traditional LCG has a period which is inadequate for complex system simulation.〔Banks 2010, Sec. 7.3.2〕 By combining two or more LCGs, random numbers with a longer period and better statistical properties can be created.〔Banks 2010, Sec. 7.3.2〕 The algorithm is defined as:〔L'Ecuyer 1988〕 : where: : — the "modulus" of the first LCG : — the ith input from the jth LCG : — the ith generated random integer with: : where is a uniformly distributed random number between 0 and 1. == Derivation == If ''W''''i'',1, ''W''''i'',2, ..., ''W''''i'',k are any independent, discrete, random-variables and one of them is uniformly distributed from 0 to ''m''1 − 2, then ''Z''''i'' is uniformly distributed between 0 and ''m''1 − 2, where:〔L'Ecuyer 1988〕 : Let ''X''''i'',1, ''X''''i'',2, ..., ''X''''i'',''k'' be outputs from ''k'' LCGs. If ''W''''i'',''j'' is defined as ''X''''i'',''j'' − 1, then ''W''''i'',''j'' will be approximately uniformly distributed from 0 to ''m''''j'' − 1.〔L'Ecuyer 1988〕 The coefficient "(−1)''j''−1" implicitly performs the subtraction of one from ''X''''i'',''j''.〔Banks 2010, Sec. 7.3.2〕 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Combined Linear Congruential Generator」の詳細全文を読む スポンサード リンク
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