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A combined linear congruential generator is a pseudo-random number generator algorithm based on combining two or more linear congruential generators. A traditional LCG has a period which is inadequate for complex system simulation. By combining two or more LCGs, random numbers with a longer period and better statistical properties can be created.The algorithm is defined as:
where:
with:
where R i {\displaystyle R_{i}} is a uniformly distributed random number between 0 and 1.
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