Inversive Congruential Pseudorandom Numbers: A Tutorial

DOI10.2307/1403647MaRDI QIDQ4024537zbMATH OpenOpenAlexFDO

Authors Jürgen Eichenauer-Herrmann

Publication date 4 February 1993

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403647

zbMATH Keywords

discrepancyequidistributioninversive congruential methodlattice structureserial teststatistical independenceuniform pseudorandom numbers

Mathematics Subject Classification ID

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

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• Step size control in the numerical solution of stochastic differential equations
• Explicit inversive congruential pseudorandom numbers: The compound approach
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• On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus. II
• On the period length of generalized inversive pseudorandom number generators
• Compound nonlinear congruential pseudorandom numbers
• On the discrepancy of quadratic congruential pseudorandom numbers with power of two modulus
• Nonoverlapping pairs of explicit inversive congruential pseudorandom numbers
• Compound cubic congruential pseudorandom numbers
• Lower bounds for the discrepancy of triples of inversive congruential pseudorandom numbers with power of two modulus
• On the structure of digraphs of polynomial transformations over finite commutative rings with unity
• Uniform random number generation
• Combined generators with components from different families
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• General discrepancy estimates. III: The Erdös-Turán-Koksma inequality for the Haar function system
• Discrepancy bounds for nonoverlapping pairs of quadratic congruential pseudorandom numbers
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• A brief and understandable guide to pseudo-random number generators and specific models for security
• The lattice structure of nonlinear congruential pseudorandom numbers
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• Equidistribution properties of inversive congruential pseudorandom numbers with power of two modulus
• Average equidistribution and statistical independence properties of digital inversive pseudorandom numbers over parts of the period
• On the Inversive Pseudorandom Number Generator
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• On the Structure of Inversive Pseudorandom Number Generators
• Average equidistribution properties of compound nonlinear congruential pseudorandom numbers
• Quadratic congruential pseudorandom numbers: Distribution of lagged pairs

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