LOWER BOUNDS FOR THE DISCREPANCY OF TRIPLES OF INVERSIVE CONGRUENTIALPSEUDORANDOM NUMBERS WITH POWER OF 2-MODULUS

Citation
J. Eichenauerherrmann et H. Niederreiter, LOWER BOUNDS FOR THE DISCREPANCY OF TRIPLES OF INVERSIVE CONGRUENTIALPSEUDORANDOM NUMBERS WITH POWER OF 2-MODULUS, Monatshefte fuer Mathematik, 125(3), 1998, pp. 211-217
Citations number
15
Categorie Soggetti
Mathematics,Mathematics
Journal title
ISSN journal
00269255
Volume
125
Issue
3
Year of publication
1998
Pages
211 - 217
Database
ISI
SICI code
0026-9255(1998)125:3<211:LBFTDO>2.0.ZU;2-7
Abstract
This paper deals with the inversive congruential method with Fewer of two modulus m for generating uniform pseudorandom numbers. Statistical independence properties of the generated sequences are studied based on the distribution of triples of successive pseudorandom numbers. It is shown that there exist parameters in the inversive congruential met hod such that the discrepancy of the corresponding point sets in the u nit cube is of an order of magnitude at least m(-1/3). The method of p roof relies on a detailed analysis of certain rational exponential sum s.