On the distribution of pseudo-random numbers generated by the linear congruential method

Niederreiter, Harald

doi:10.1090/S0025-5718-1972-0326979-5

On the distribution of pseudo-random numbers generated by the linear congruential method
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Math. Comp. 26 (1972), 793-795 Request permission

Abstract:

The discrepancy of sequences of pseudo-random numbers generated by the linear congruential method is estimated, thereby improving a result of Jagerman. Applications to numerical integration are mentioned.

References

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