Compound inversive congruential pseudorandom numbers: an average-case analysis
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- by Jürgen Eichenauer-Herrmann and Frank Emmerich PDF
- Math. Comp. 65 (1996), 215-225 Request permission
Abstract:
The present paper deals with the compound (or generalized) inversive congruential method for generating uniform pseudorandom numbers, which has been introduced recently. Equidistribution and statistical independence properties of the generated sequences over parts of the period are studied based on the discrepancy of certain point sets. The main result is an upper bound for the average value of these discrepancies. The method of proof is based on estimates for exponential sums.References
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Additional Information
- Jürgen Eichenauer-Herrmann
- Affiliation: Fachbereich Mathematik, Technische Hochschule Darmstadt, Schlossgarten- strasse 7, D-64289 Darmstadt, Germany
- Frank Emmerich
- Affiliation: Fachbereich Mathematik, Technische Hochschule Darmstadt, Schlossgarten- strasse 7, D-64289 Darmstadt, Germany
- Received by editor(s): September 19, 1994
- © Copyright 1996 American Mathematical Society
- Journal: Math. Comp. 65 (1996), 215-225
- MSC (1991): Primary 65C10; Secondary 11K45
- DOI: https://doi.org/10.1090/S0025-5718-96-00675-8
- MathSciNet review: 1322889