Compound nonlinear congruential pseudorandom numbers

DOI10.1007/BF01299703MaRDI QIDQ1330967zbMATH OpenOpenAlexFDO

Authors Jürgen Eichenauer-Herrmann

Publication date 10 August 1994

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/178645

zbMATH Keywords

compound nonlinear congruential pseudorandom generatordiscrepancymultiprecision computation

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10)

Review text

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.

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Cited in

(6)

• Average discrepancy, hyperplanes, and compound pseudorandom numbers
• Parallel streams of nonlinear congruential pseudorandom numbers
• Good random number generators are (not so) easy to find
• Compound cubic congruential pseudorandom numbers
• Compound Random Number Generators
• Average equidistribution properties of compound nonlinear congruential pseudorandom numbers

Describes a project that uses

Uses Software

• AS 183

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