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Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

Inversive congruential pseudorandom numbers: distribution of triples

Author(s): Jürgen Eichenauer-Herrmann; Harald Niederreiter.
Journal: Math. Comp. 66 (1997), 1629-1644.
MSC (1991): Primary 65C10; Secondary 11K45
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Abstract: This paper deals with the inversive congruential method with power of two modulus $ m $ for generating uniform pseudorandom numbers. Statistical independence properties of the generated sequences are studied based on the distribution of triples of successive pseudorandom numbers. It is shown that, on the average over the parameters in the inversive congruential method, the discrepancy of the corresponding point sets in the unit cube is of an order of magnitude between $ m^{-1/2} $ and $ m^{-1/2}(\log m)^3 $. The method of proof relies on a detailed discussion of the properties of certain exponential sums.


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Additional Information:

Jürgen Eichenauer-Herrmann
Affiliation: Fachbereich Mathematik, Technische Hochschule, Schloßgartenstraße 7, D--64289 Darmstadt, Germany

Harald Niederreiter
Affiliation: Institut für Informationsverarbeitung, Österr. Akademie der Wissenschaften, Sonnenfelsgasse 19, A--1010 Wien, Austria
Email: niederreiter@oeaw.ac.at

DOI: 10.1090/S0025-5718-97-00867-3
PII: S 0025-5718(97)00867-3
Keywords: Uniform pseudorandom numbers, inversive congruential method, statistical independence, discrepancy of triples, exponential sums
Received by editor(s): April 12, 1996
Received by editor(s) in revised form: August 23, 1996
Copyright of article: Copyright 1997, American Mathematical Society


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