Accession Number:

AD0402790

Title:

THE AUTOCORRELATION AND JOINT DISTRIBUTION FUNCTIONS OF THE SEQUENCES, {a/m j-sq}, {a/m (j+tau)-sq}

Descriptive Note:

Technical memorandum

Corporate Author:

SYSTEM DEVELOPMENT CORP SANTA MONICA CA

Personal Author(s):

Report Date:

1963-03-15

Pagination or Media Count:

36.0

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 fx be a function Riemann integrable on 0, 1 then Nj1fxj N 1ofxdx.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE