Pseudorandom vector generation by the compound inversive method

Emmerich, Frank

doi:10.1090/S0025-5718-96-00706-5

Pseudorandom vector generation by the compound inversive method
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Math. Comp. 65 (1996), 749-760 Request permission

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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