Random number generation and quasi-Monte Carlo methods
Random number generation and quasi-Monte Carlo methods
On generalized inversive congruential pseudorandom numbers
Mathematics of Computation
Digital inversive pseudorandom numbers
ACM Transactions on Modeling and Computer Simulation (TOMACS)
On a new class of pseudorandom numbers for simulation methods
Journal of Computational and Applied Mathematics
Compound inversive congruential pseudorandom numbers: an average-case analysis
Mathematics of Computation
Efficient algorithms for computing the L2-discrepancy
Mathematics of Computation
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The weighted spectral test: diaphony
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Average Discrepancy, Hyperplanes, and Compound Pseudorandom Numbers
Finite Fields and Their Applications
Parallel Streams of Nonlinear Congruential Pseudorandom Numbers
Finite Fields and Their Applications
Average Behaviour of Compound Nonlinear Congruential Pseudorandom Numbers
Finite Fields and Their Applications
| Hi-index | 0.01 |
This article deals with the compound methods with modulus m for generating uniform pseudorandom numbers, which have been introduced recently. Equidistribution and statistical independence properties of the generated sequences over part of the period are studied based on the discrepancy of d-tuples of successive pseudorandom numbers. It is shown that there exist parameters in compound methods such that the discrepancy over part of the period of the corresponding point sets in the d-dimensional unit cube is of an order magnitude of O(N-1/2 (log N)d+3) for all N=1, …, m. This result is applied to the compound nonlinear, inversive and explicit inversive congruential methods.