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Pseudorandom vector generation
by the compound inversive method

Author: Frank Emmerich
Journal: Math. Comp. 65 (1996), 749-760
MSC (1991): Primary 65C10; Secondary 11K45
MathSciNet review: 1333311
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Abstract | References | Similar Articles | Additional Information

Abstract: Pseudorandom vectors are of importance for parallelized simulation methods. In this paper a detailed analysis of the compound inversive method for the generation of $k$-dimensional uniform pseudorandom vectors, a vector analog of the compound inversive method for pseudorandom number generation, is carried out. In particular, periodicity properties and statistical independence properties of the generated sequences are studied based on the discrete discrepancy of $s$-tuples of successive terms in the sequence. The results show that the generated sequences have attractive statistical independence properties for pseudorandom vectors of dimensions $k\leq 4$.

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Additional Information

Frank Emmerich
Affiliation: Fachbereich Mathematik, AG9, Technische Hochschule Darmstadt, Schloßgartenstraße 7, D-64289 Darmstadt, Germany

Keywords: Uniform pseudorandom numbers, uniform pseudorandom vectors, inversive method, compound inversive method, statistical independence, discrete discrepancy, exponential sums
Received by editor(s): August 1, 1994
Article copyright: © Copyright 1996 American Mathematical Society