Average equidistribution and statistical independence properties of digital inversive pseudorandom numbers over parts of the period
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چکیده
منابع مشابه
Average equidistribution and statistical independence properties of digital inversive pseudorandom numbers over parts of the period
This article deals with the digital inversive method for generating uniform pseudorandom numbers. Equidistribution and statistical independence properties of the generated pseudorandom number sequences over parts of the period are studied based on the distribution of tuples of successive terms in the sequence. The main result is an upper bound for the average value of the star discrepancy of th...
متن کاملAverage equidistribution properties of compound nonlinear congruential pseudorandom numbers
The present paper deals with the compound nonlinear congruential method for generating uniform pseudorandom numbers, which has been introduced recently. Equidistribution properties of the generated sequences over parts of the period are studied, based on the discrepancy of the corresponding point sets. Upper and lower bounds for the average value of these discrepancies are established, which ar...
متن کاملOn the Average Distribution of Inversive Pseudorandom Numbers
The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. The authors have recently introduced a new method for obtaining nontrivial upper bounds on the multidimensional discrepancy of inversive congruential pseudorandom numbers in parts of the period. This method has also been used to study the multidimensiona...
متن کاملOn the distribution of inversive congruential pseudorandom numbers in parts of the period
The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. In this paper we present the first nontrivial bounds on the discrepancy of individual sequences of inversive congruential pseudorandom numbers in parts of the period. The proof is based on a new bound for certain incomplete exponential sums.
متن کاملStatistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers
Linear congruential pseudorandom numbers show several undesirable regularities which can render them useless for certain stochastic simulations. This was the motivation for important recent developments in nonlinear congruential methods for generating uniform pseudorandom numbers. It is particularly promising to achieve nonlinearity by employing the operation of multiplicative inversion with re...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2001
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-01-01328-x