Random number generation and quasi-Monte Carlo methods
Random number generation and quasi-Monte Carlo methods
Pseudorandom vector generation by the inversive method
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Inversive pseudorandom number generators: concepts, results and links
WSC '95 Proceedings of the 27th conference on Winter simulation
Hi-index | 0.00 |
This article deals with the inversive method for generating uniform pseudorandom vectors. Statistical independence properties of the generated pseudorandom vector sequences over parts of the period are considered based on the discrete discrepancy of corresponding point sets. An upper bound for the average value of these discrete discrepancies is established.