Scripted HTML version of Foils prepared 12 November 1996
Foil 7 An Illustration of Dangers of Correlations!
From CPS615-End of Basic Overview of Random Numbers and First Part of Monte Carlo Integration Delivered Lectures of CPS615 Basic Simulation Track for Computational Science -- 22 October 96. byGeoffrey C. Fox * Secs 178.5
An old Turbo Pascal Random Number Generator
There are correlations ....
More than 1,000,000 random numbers generated by Turbo-Pascal v3.0 and plotted as (xn,xn+1) pairs.