Recent trends in random number and random vector generation

DOI10.1007/BF02204856zbMath0737.65001OpenAlexW2078295382MaRDI QIDQ1176851

Harald Niederreiter

Publication date: 25 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02204856

zbMATH Keywords

discrepancymatrix generatorsmultidimensional numerical integrationlattice testexpository paperdigital multistep methodGFSR methodlinear congruential methodserial testuniformity testnonlinear congruential methodasymptotic behaviour of discrepancydistribution uniformitygeneration of uniformly distributed pseudorandom numbersinversive congruential methodpseudorandom vectorsquasirandom vectors

Mathematics Subject Classification ID

Shift register sequences and sequences over finite alphabets in information and communication theory (94A55) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (29)

Compound nonlinear congruential pseudorandom numbers ⋮ The lattice structure of nonlinear congruential pseudorandom numbers ⋮ On the discrepancy of quadratic congruential pseudorandom numbers with power of two modulus ⋮ Discrepancy bounds for nonoverlapping pairs of quadratic congruential pseudorandom numbers ⋮ On the lattice structure of pseudo random numbers generated by the modified inversive congruential generator with modulus \(2^ \alpha\) ⋮ Quadratic congruential pseudorandom numbers: Distribution of triples ⋮ On the autocorrelation structure of inversive congruential pseudorandom number sequences ⋮ Lower bounds for the discrepancy of triples of inversive congruential pseudorandom numbers with power of two modulus ⋮ Computational investigations of scrambled Faure sequences ⋮ Distribution of recurrent sequences modulo prime powers ⋮ Compound inversive congruential pseudorandom numbers: an average-case analysis ⋮ On a nonlinear congruential pseudorandom number generator ⋮ The serial test for a nonlinear pseudorandom number generator ⋮ Average equidistribution properties of compound nonlinear congruential pseudorandom numbers ⋮ Inversive congruential pseudorandom numbers: distribution of triples ⋮ Quadratic congruential pseudorandom numbers: Distribution of lagged pairs ⋮ A remark on the discrepancy of quadratic congruential pseudorandom numbers ⋮ Construction of inversive congruential pseudorandom number generators with maximal period length ⋮ Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers ⋮ Improved Lower Bounds for the Discrepancy of Inversive Congruential Pseudorandom Numbers ⋮ On the Use of Reducible Polynomials as Random Number Generators ⋮ On Generalized Inversive Congruential Pseudorandom Numbers ⋮ Uniform random number generation ⋮ Average discrepancy, hyperplanes, and compound pseudorandom numbers ⋮ Parallel streams of nonlinear congruential pseudorandom numbers ⋮ Explicit inversive congruential pseudorandom numbers: The compound approach ⋮ Equidistribution properties of nonlinear congruential pseudorandom numbers ⋮ On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus. II ⋮ Hyperbolic automorphisms of tori and pseudo-random sequences

Uses Software

• TOMS659
• Algorithm 647
• AS 183

Cites Work

• Point sets and sequences with small discrepancy
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Funktionen von beschränkter Variation in der Theorie der Gleichverteilung
• Optimal coefficients modulo prime powers in the three-dimensional case
• On the lattice structure of a nonlinear generator with modulus \(2^{\alpha}\)
• Statistical independence properties of pseudorandom vectors produced by matrix generators
• Increasing the orders of equidistribution of the leading bits of the Tausworthe sequence
• Matrices and the structure of random number sequences
• On the structure of quadratic congruential sequences
• The sub-lattice structure of linear congruential random number generators
• A multiple recursive nonlinear congruential pseudo random number generator
• Parallelization of random number generators and long-range correlations
• Long range correlations in linear congruential generators
• Low-discrepancy and low-dispersion sequences
• Statistical independence of nonlinear congruential pseudorandom numbers
• Marsaglia's lattice test and non-linear congruential pseudo-random number generators
• The lattice structure of pseudo-random vectors generated by matrix generators
• A remark on long-range correlations in multiplicative pseudo random number generators
• Remarks on nonlinear congruential pseudorandom numbers
• On Marsaglia's lattice test for pseudorandom numbers
• Optimal multipliers for linear congruential pseudorandom number generators with prime moduli
• A very fast shift-register sequence random number generator
• Pseudo-random numbers and optimal coefficients
• Optimal characteristic polynomials for digital multistep pseudorandom numbers
• Optimal multipliers for pseudo-random number generation by the linear congruential method
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• The Performance of k-Step Pseudorandom Number Generators under the Uniformity Test
• Figures of Merit for Digital Multistep Pseudorandom Numbers
• A Nonlinear Congruential Pseudorandom Number Generator with Power of Two Modulus
• Lower Bounds for the Discrepancy of Inversive Congruential Pseudorandom Numbers
• The k -distribution of generalized feedback shift register pseudorandom numbers
• The lattice structure of pseudo-random number generators
• An Exhaustive Analysis of Multiplicative Congruential Random Number Generators with Modulus $2^{31} - 1$
• On the discrepancy of GFSR pseudorandom numbers
• A Statistical Analysis of Generalized Feedback Shift Register Pseudorandom Number Generators
• String decomposition of full-period tausworthe sequences
• Designing a Uniform Random Number Generator Whose Subsequences are k-Distributed
• Design and Analysis of Parallel Monte Carlo Algorithms
• The orders of equidistribution of subsequences of some asymptotically random sequences
• Algorithm 659
• On Optimal GFSR Pseudorandom Number Generators
• The Serial Test for Congruential Pseudorandom Numbers Generated by Inversions
• On the Period Length of Pseudorandom Vector Sequences Generated by Matrix Generators
• Initializing generalized feedback shift register pseudorandom number generators
• The Exact Determination of Rectangle Discrepancy for Linear Congruential Pseudorandom Numbers
• An economic method of computing LPτ-sequences
• Partitioning the Period of a Class of m -Sequences and Application to Pseudorandom Number Generation
• Quasi-Monte Carlo methods and pseudo-random numbers
• Multiplicative Congruential Random Number Generators with Modulus 2 β : An Exhaustive Analysis for β = 32 and a Partial Analysis for β = 48
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• Random Numbers Generated by Linear Recurrence Modulo Two
• Irregularities of distribution, VII
• Generalized Feedback Shift Register Pseudorandom Number Algorithm
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