Compound nonlinear congruential pseudorandom numbers (Q1330967): Difference between revisions

A compound nonlinear congruential pseudorandom generator (CNG) is used as substitute of a nonlinear generator (NG) of a very long period by the sum of \(n\) NG's (mod 1). It allows to replace the multiprecision computation by a simple precision one. Discrepancy \(D\) of CNG is defined on the \(n\)- dimensional unit cube \(C\) as \(\sup_ J | F_ N (J) - V(J) |\) taken over all subintervals \(J\) of \(C\). \(F_ N\) is the number of cases when the value of CNG falls into \(J\) and \(V\) is the volume of \(J\). Explicit formulas for upper and lower bounds of \(D\) are given.