The correlated, standard normally-distributed random numbers required for the stochastic model are generated using Cholesky decomposition from independent -distributed random numbers .

In turn, these numbers can be generated from independent -equally distributed random numbers (standard random numbers) by means of transformation methods.

Standard random numbers are required for the generation of independent, standard normally-distributed random numbers and can be generated using random number generators. Generators that describe the random number sequence by means of an algorithm have proved particularly useful here. These random numbers are then known as pseudo random numbers.

In the case of Monte Carlo simulation, the pseudo standard random numbers are generated by the linear congruence method:

with the values , , and any start value .

With these values, the resulting pseudo random number sequence from the interval has the maximum period.

If the same start value is chosen again, the same random numbers are generated. This function helps to make the simulation results comprehensible.