EXPLICIT INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS - THE COMPOUND APPROACH

Citation
J. Eichenauerherrmann, EXPLICIT INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS - THE COMPOUND APPROACH, Computing, 51(2), 1993, pp. 175-182
Citations number
18
Categorie Soggetti
Computer Sciences","Computer Applications & Cybernetics
Journal title
ISSN journal
0010485X
Volume
51
Issue
2
Year of publication
1993
Pages
175 - 182
Database
ISI
SICI code
0010-485X(1993)51:2<175:EICPN->2.0.ZU;2-Q
Abstract
The explicit inversive congruential method with prime modulus for gene rating uniform pseudorandom numbers has several very promising propert ies. However, an implementation in multiprecision of these pseudorando m number generators is usually necessary. The present paper introduces a compound version of the explicit inversive congruential method, whi ch overcomes this disadvantage. It is shown that the generated sequenc es have very attractive statistical independence properties.