Improved upper bounds for the discrepancy of pairs of inversive congruential pseudorandom numbers with power of two modulus

被引：0

作者：

Eichenauer-Herrmann, J ^{[1
]}

机构：

[1] TH Darmstadt, Fachbereich Math, D-64289 Darmstadt, Germany

来源：

ACTA MATHEMATICA HUNGARICA | 1998年 / 79卷 / 04期

关键词：

Pseudorandom Number; Statistical Independence; Independence Property; Congruential Method; Uniform Pseudorandom Number;

D O I：

10.1023/A:1006563028869

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper deals with the inversive congruential method with power of two modulus for generating uniform pseudorandom numbers in the interval [0, 1). Statistical independence properties of the generated sequences are studied based on the distribution of both overlapping and nonoverlapping pairs of successive pseudorandom numbers. Improved upper bounds for the discrepancy of these point sets in [0, 1)(2) are established.

引用

页码：295 / 303

页数：9

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