Discrepancy bounds for nonoverlapping pairs of quadratic congruential pseudorandom numbers (Q1901980): Difference between revisions

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Latest revision as of 11:48, 30 July 2024

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Discrepancy bounds for nonoverlapping pairs of quadratic congruential pseudorandom numbers
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    Discrepancy bounds for nonoverlapping pairs of quadratic congruential pseudorandom numbers (English)
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    7 March 1996
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    In this paper the quadratic congruential generator is investigated: \[ y_{n+1} \equiv ay^2_n+ by_n+ c\pmod m, \qquad n\geq 0, \] where \(a\), \(b\), \(c\), \(y_0\) are given parameters in \(\mathbb{Z}_m\). Setting \(x_n= {1\over m} y_n\) one produces a quasi-random sequence in \([0,1)\), provided that the parameters are suitably chosen. The author considers pairs \({\mathbf x}_n= (x_{2n}, x_{2n+1})\) of subsequent elements and proves bounds for the two-dimensional discrepancy \(D_{m/2} ({\mathbf x}_n)\). This continues earlier investigations of H. Niederreiter and the author.
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    random number generators
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    quadratic congruential generator
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    bounds for the two-dimensional discrepancy
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