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Mathematics of Computation

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Lower bounds for the discrepancy of inversive congruential pseudorandom numbers

Author: Harald Niederreiter
Journal: Math. Comp. 55 (1990), 277-287
MSC: Primary 65C10; Secondary 11K45
MathSciNet review: 1023766
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Abstract: The inversive congruential method is a uniform pseudorandom number generator which was introduced recently. For a prime modulus p the discrepancy $D_p^{(k)}$ of k-tuples of successive pseudorandom numbers generated by this method determines the statistical independence properties of these pseudorandom numbers. It was shown earlier by the author that \[ D_p^{(k)} = O({p^{ - 1/2}}{(\log p)^k})\quad {\text {for}}\;2 \leq k < p.\] Here it is proved that this bound is essentially best possible. In fact, for a positive proportion of the admissible parameters in the inversive congruential method the discrepancy $D_p^{(k)}$ is at least of the order of magnitude ${p^{ - 1/2}}$ for all $k \geq 2$.

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Article copyright: © Copyright 1990 American Mathematical Society