Pseudorandom vector generation by the compound inversive method
نویسندگان
چکیده
منابع مشابه
Pseudorandom vector generation by the compound inversive method
Pseudorandom vectors are of importance for parallelized simulation methods. In this paper a detailed analysis of the compound inversive method for the generation of k-dimensional uniform pseudorandom vectors, a vector analog of the compound inversive method for pseudorandom number generation, is carried out. In particular, periodicity properties and statistical independence properties of the ge...
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The classical linear congruential method for generating uniform pseudorandom numbers has some deficiencies that can render them useless for some simulation problems. This fact motivated the design and analysis of nonlinear congruential methods for the generation of pseudorandom numbers. Inversive methods are an interesting and very promising approach to produce uniform pseudorandom numbers. We ...
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Pseudorandom vectors are of importance for parallelized simulation methods. In this paper we carry out an in-depth analysis of the multiplerecursive matrix method for the generation of uniform pseudorandom vectors which was introduced in an earlier paper of the author. We study, in particular, the periodicity properties, the lattice structure, and the behavior under the serial test for sequence...
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The present paper deals with the compound (or generalized) inversive congruential method for generating uniform pseudorandom numbers, which has been introduced recently. Equidistribution and statistical independence properties of the generated sequences over parts of the period are studied based on the discrepancy of certain point sets. The main result is an upper bound for the average value of...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1996
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-96-00706-5