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Lower bounds for the discrepancy of inversive congruential pseudorandom numbers
Author:
Harald Niederreiter
Journal:
Math. Comp. 55 (1990), 277-287
MSC:
Primary 65C10; Secondary 11K45
MathSciNet review:
1023766
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Abstract: The inversive congruential method is a uniform pseudorandom number generator which was introduced recently. For a prime modulus p the discrepancy of k-tuples of successive pseudorandom numbers generated by this method determines the statistical independence properties of these pseudorandom numbers. It was shown earlier by the author that Here it is proved that this bound is essentially best possible. In fact, for a positive proportion of the admissible parameters in the inversive congruential method the discrepancy is at least of the order of magnitude for all .
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- [1]
- J. Eichenauer, H. Grothe, and J. Lehn, Marsaglia's lattice test and nonlinear congruential pseudo random number generators, Metrika 35 (1988), 241-250.
- [2]
- J. Eichenauer and J. Lehn, A non-linear congruential pseudo random number generator, Statist. Hefte 27 (1986), 315-326. MR 877295 (88i:65014)
- [3]
- G. H. Hardy and E. M. Wright, An introduction to the theory of numbers, 4th ed., Clarendon Press, Oxford, 1960.
- [4]
- R. Lidl and H. Niederreiter, Finite fields, Addison-Wesley, Reading, Mass., 1983. MR 746963 (86c:11106)
- [5]
- H. Niederreiter, Pseudo-random numbers and optimal coefficients, Adv. in Math. 26 (1977), 99-181. MR 0476679 (57:16238)
- [6]
- -, The serial test for pseudo-random numbers generated by the linear congruential method, Numer. Math. 46 (1985), 51-68. MR 777824 (86i:65010)
- [7]
- H. Niederreiter, Remarks on nonlinear congruential pseudorandom numbers, Metrika 35 (1988), 321-328. MR 980847 (90e:11119)
- [8]
- -, The serial test for congruential pseudorandom numbers generated by inversions, Math. Comp. 52 (1989), 135-144. MR 971407 (90e:65008)
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Additional Information
DOI:
http://dx.doi.org/10.1090/S0025-5718-1990-1023766-0
PII:
S 0025-5718(1990)1023766-0
Article copyright:
© Copyright 1990 American Mathematical Society
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