Compound inversive congruential pseudorandom numbers: an average-case analysis

Eichenauer-Herrmann, Jürgen; Emmerich, Frank

doi:10.1090/S0025-5718-96-00675-8

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.

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