On a new class of inversive pseudorandom numbers for parallelized simulation methods (Q5948336): Difference between revisions
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scientific article; zbMATH DE number 1668859
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English | On a new class of inversive pseudorandom numbers for parallelized simulation methods |
scientific article; zbMATH DE number 1668859 |
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On a new class of inversive pseudorandom numbers for parallelized simulation methods (English)
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5 November 2001
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Inversive methods are attractive alternatives to the linear method for pseudorandom number generation. A particularly attractive method is the digital explicit inversive method recently introduced by the authors [Acta Arith. 93, 387-399 (2000; Zbl 0969.11040)]. We establish some new results on the statistical properties of parallel streams of pseudorandom numbers generated by this method. In particular, we extend the results of the first author [J. Comput. Appl. Math. 56, 159-167 (1994; Zbl 0823.65010)] on the statistical properties of pseudorandom numbers generated by the explicit inversive congruential method introduced by \textit{J. Eichenauer-Herrmann} [Math. Comput. 60, 375-384 (1993; Zbl 0795.65002)]. These results demonstrate that the new method is eminently suitable for the generation of parallel streams of pseudorandom numbers with desirable properties. Recently, the authors introduced a lattice test for pseudorandom numbers generated over arbitrary finite fields [Appl. Algebra Eng. Commun. Comput. 12, 265-272 (2001; Zbl 0992.11047)]. Pseudorandom numbers generated by the digital explicit inversive method show a good behavior under the lattice test as well.
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pseudorandom number generation
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digital explicit inversive method
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lattice test
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