A tutorial on uniform variate generation
WSC '89 Proceedings of the 21st conference on Winter simulation
On the lattice structure of a nonlinear generator with modulus 2&agr;
Journal of Computational and Applied Mathematics - Random numbers and simulation
On the period length of congruential pseudorandom number sequences generated by inversions
Journal of Computational and Applied Mathematics - Random numbers and simulation
On the discrepancy of quadratic congruential pseudorandom numbers
Journal of Computational and Applied Mathematics
Recent trends in random number and random vector generation
Annals of Operations Research
Construction of inversive congruential pseudorandom number generators with maximal period length
Journal of Computational and Applied Mathematics
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
A Scalable Parallel Subspace Clustering Algorithm for Massive Data Sets
ICPP '00 Proceedings of the Proceedings of the 2000 International Conference on Parallel Processing
Inversive pseudorandom numbers over Galois rings
European Journal of Combinatorics
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Pseudorandom numbers are important ingredients of stochastic simulations. Their quality is fundamental for the strength of the simulation outcome. The inversive congruential method for generating uniform pseudorandom numbers is a particularly attractive alternative to linear congruential generators, which show many undesirable regularities. In the present paper a new inversive congruential generator with power of two modulus is introduced. Periodicity and statistical independence properties of the generated sequences are analyzed. The results show that these inversive congruential generators perform very satisfactorily.