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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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Lower bounds for the discrepancy of inversive congruential pseudorandom numbers with power of two modulus
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by Jürgen Eichenauer-Herrmann and Harald Niederreiter PDF
Math. Comp. 58 (1992), 775-779 Request permission


The inversive congruential method with modulus $m = {2^\omega }$ for the generation of uniform pseudorandom numbers has recently been introduced. The discrepancy $D_{m/2}^{(k)}$ of k-tuples of consecutive pseudorandom numbers generated by such a generator with maximal period length $m/2$ is the crucial quantity for the analysis of the statistical independence properties of these pseudorandom numbers by means of the serial test. It is proved that for a positive proportion of the inversive congruential generators with maximal period length, the discrepancy $D_{m/2}^{(k)}$ is at least of the order of magnitude ${m^{ - 1/2}}$ for all $k \geq 2$. This shows that the bound $D_{m/2}^{(2)} = O({m^{ - 1/2}}{(\log m)^2})$ established by the second author is essentially best possible.
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Additional Information
  • © Copyright 1992 American Mathematical Society
  • Journal: Math. Comp. 58 (1992), 775-779
  • MSC: Primary 65C10; Secondary 11K45
  • DOI:
  • MathSciNet review: 1122066