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In this paper we consider parallel streams of pseudorandom numbers(PRNs) which are obtained by splitting linear congruential generators(LCGs) using the leap-frog technique. We employ the spectraltest to compute an a priori figure of merit which rates the amount ofcorrelation that is present in such sequences for given step size anddimension. It is shown that for some widely used LCGs there existpractically relevant splitting parameters such that the according parallelstreams have poor...

Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case.