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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

Statistical independence of a new class of inversive congruential pseudorandom numbers
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by Jürgen Eichenauer-Herrmann PDF
Math. Comp. 60 (1993), 375-384 Request permission

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.
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Additional Information
  • © Copyright 1993 American Mathematical Society
  • Journal: Math. Comp. 60 (1993), 375-384
  • MSC: Primary 65C10; Secondary 11K45
  • DOI: https://doi.org/10.1090/S0025-5718-1993-1159168-9
  • MathSciNet review: 1159168