Linear Congruential Sequences and Monte Carlo Simulation for Queueing

Abstract

We are concerned with the matter of pseudo-random number generators which are used in Monte Carlo simulation for queueing. Uniform pseudo-random numbers are generated by the t-th order linear recurrence which is set up with a primitive polynomial modulo p. Then the sequence has a maximal period length p^t-1. For some prime p such as p^t≒10^m(m=4,…, 7;t=1,2), the maximal period sequences are investigated. Under the assumptions of poisson arrivals and exponential service times, the sequences are evaluated with the goodness of fit for exponential distribution properties of the waiting time in the system on Monte Carlo simulation.