Question
Given m1=32363, a1=157, m2=31727, a2=146, m3=31657 and a3=142 Generate three random numbers with the combined LCG using initial seeds Xi,0=100,300,500 for the individual generators i=1,2,3
Given m1=32363, a1=157, m2=31727, a2=146, m3=31657 and a3=142
Generate three random numbers with the combined LCG using initial seeds Xi,0=100,300,500 for the individual generators i=1,2,3 respectively.
Step by Step Solution
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Step: 1
In general we have Xn aX n 1 mod m For ...
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
