On the statistical independence of nonlinear congruential pseudorandom numbers

Authors:
Jürgen Eichenauer-Herrmann;Harald Niederreiter
Affiliations:
Technische Hochschule Darmstadt, Darmstadt, Germany;O¨sterreichische Akademie der Wissenschaften, Vienna, Austria
Venue:
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Year:
1994

Citing 3
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Abstract

Recently, several nonlinear congruential methods for generating uniform pseudorandom numbers have been proposed and analysed. In the present note, further statistical independence properties of a general class of nonlinear congruential pseudorandom number generators are established. The results that are obtained are essentially best possible in an asymptotic sense and show that the generated pseudorandom numbers model truly random numbers very closely in terms of asymptotic discrepancy.