Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
   
Mobile Device Pairing
Green Open Access
Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(online) ISSN 0025-5718(print)

 

Statistical independence of a new class of inversive congruential pseudorandom numbers


Author: Jürgen Eichenauer-Herrmann
Journal: Math. Comp. 60 (1993), 375-384
MSC: Primary 65C10; Secondary 11K45
MathSciNet review: 1159168
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: Linear congruential pseudorandom numbers show several undesirable regularities which can render them useless for certain stochastic simulations. This was the motivation for important recent developments in nonlinear congruential methods for generating uniform pseudorandom numbers. It is particularly promising to achieve nonlinearity by employing the operation of multiplicative inversion with respect to a prime modulus. In the present paper a new class of such inversive congruential generators is introduced and analyzed. It is shown that they have excellent statistical independence properties and model true random numbers very closely. The methods of proof rely heavily on Weil-Stepanov bounds for rational exponential sums.


References [Enhancements On Off] (What's this?)


Similar Articles

Retrieve articles in Mathematics of Computation with MSC: 65C10, 11K45

Retrieve articles in all journals with MSC: 65C10, 11K45


Additional Information

DOI: http://dx.doi.org/10.1090/S0025-5718-1993-1159168-9
PII: S 0025-5718(1993)1159168-9
Article copyright: © Copyright 1993 American Mathematical Society