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Compound inversive congruential pseudorandom numbers: an average-case analysis
Author(s):
Jürgen
Eichenauer-Herrmann;
Frank
Emmerich.
Journal:
Math. Comp.
65
(1996),
215-225.
MSC (1991):
Primary 65C10;
Secondary 11K45
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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.
References:
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Additional Information:
Jürgen
Eichenauer-Herrmann
Affiliation:
Fachbereich Mathematik, Technische Hochschule Darmstadt, Schlossgarten- strasse 7, D-64289 Darmstadt, Germany
Frank
Emmerich
Affiliation:
Fachbereich Mathematik, Technische Hochschule Darmstadt, Schlossgarten- strasse 7, D-64289 Darmstadt, Germany
DOI:
10.1090/S0025-5718-96-00675-8
PII:
S 0025-5718(96)00675-8
Keywords:
Uniform pseudorandom numbers,
compound inversive congruential method,
equidistribution,
statistical independence,
discrepancy,
exponential sums
Received by editor(s):
September 19, 1994
Copyright of article:
Copyright
1996,
American Mathematical Society
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