EXPLICIT INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS WITH POWER OF 2 MODULUS

Authors
EICHENAUERHERRMANN J ICKSTADT K
Citation
J. Eichenauerherrmann et K. Ickstadt, EXPLICIT INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS WITH POWER OF 2 MODULUS, Mathematics of computation, 62(206), 1994, pp. 787-797
Citations number
21
Categorie Soggetti
Mathematics,Mathematics
Journal title
Mathematics of computation → ACNP
ISSN journal
00255718
Volume
62
Issue
206
Year of publication
1994
Pages
787 - 797
Database
ISI
SICI code
0025-5718(1994)62:206<787:EICPNW>2.0.ZU;2-X
Abstract
An explicit version of the inversive congruential method with power of two modulus for generating uniform pseudorandom numbers is introduced . Statistical independence properties of the generated sequences are s tudied by means of the serial test. The method of proof relies on a de tailed analysis of certain exponential sums.