Average equidistribution and statistical independence properties of digital inversive pseudorandom numbers over parts of the period

Authors:
Frank Emmerich
Affiliations:
-
Venue:
Mathematics of Computation
Year:
2002

Citing 5
Cited 0

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)
Digital inversive pseudorandom numbers

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Statistical independence properties of inversive pseudorandom vectors over parts of the period

ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on modeling and analysis of stochastic systems
Improved Bounds in the Multiple-Recursive Matrix Method for Pseudorandom Number and Vector Generation

Finite Fields and Their Applications

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Abstract

This article deals with the digital inversive method for generating uniform pseudorandom numbers. Equidistribution and statistical independence properties of the generated pseudorandom number sequences over parts of the period are studied based on the distribution of tuples of successive terms in the sequence. The main result is an upper bound for the average value of the star discrepancy of the corresponding point sets. Additionally, lower bounds for the star discrepancy are established. The method of proof relies on bounds for exponential sums.