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Mathematics of Computation

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The exact determination of rectangle discrepancy for linear congruential pseudorandom numbers

Authors: Lothar Afflerbach and Rainer Weilbächer
Journal: Math. Comp. 53 (1989), 343-354
MSC: Primary 65C10; Secondary 11K45
MathSciNet review: 968147
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Abstract: Up to now, the rectangle discrepancy of linear congruential pseudorandom number generators could be exactly calculated only in some simple cases for a small number of generated points. Here an algorithm for the exact determination of the two-dimensional rectangle discrepancy is presented which is practicable for large generators and requires less computation time. The algorithm is based on special properties of linear congruential generators.

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Article copyright: © Copyright 1989 American Mathematical Society