COMPOUND INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS - AN AVERAGE-CASE ANALYSIS

Authors
EICHENAUERHERRMANN J EMMERICH F
Citation
J. Eichenauerherrmann et F. Emmerich, COMPOUND INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS - AN AVERAGE-CASE ANALYSIS, Mathematics of computation, 65(213), 1996, pp. 215-225
Citations number
15
Categorie Soggetti
Mathematics,Mathematics
Journal title
Mathematics of computation → ACNP
ISSN journal
00255718
Volume
65
Issue
213
Year of publication
1996
Pages
215 - 225
Database
ISI
SICI code
0025-5718(1996)65:213<215:CICPN->2.0.ZU;2-5
Abstract
The present paper deals with the compound (or generalised) inversive c ongruential method for generating uniform pseudorandom numbers, which has been introduced recently. Equidistribution and statistical indepen dence properties of the generated sequences over parts of the period a re studied based on the discrepancy of certain point sets. The main re sult is an upper bound for the average value of these discrepancies. T he method of proof is based on estimates for exponential sums.