On the distribution of pseudo-random numbers generated by the linear congruential method. II

Author:
Harald Niederreiter

Journal:
Math. Comp. **28** (1974), 1117-1132

MSC:
Primary 10K05; Secondary 65C10

MathSciNet review:
0457391

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Abstract | References | Similar Articles | Additional Information

Abstract: The discrepancy of a sequence of pseudo-random numbers generated by the linear congruential method is estimated for parts of the period which are somewhat larger than the square root of the modulus. Applications to numerical integration are mentioned.

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Additional Information

DOI:
http://dx.doi.org/10.1090/S0025-5718-1974-0457391-8

Keywords:
Pseudo-random numbers,
discrepancy,
uniform distribution,
trigonometric sums,
numerical integration

Article copyright:
© Copyright 1974
American Mathematical Society