Average discrepancy, hyperplanes, and compound pseudorandom numbers (Q1266424)

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Average discrepancy, hyperplanes, and compound pseudorandom numbers
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    Average discrepancy, hyperplanes, and compound pseudorandom numbers (English)
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    16 September 1998
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    Let \(p_1,\dots, p_r\) be arbitrary distinct primes. For \(1\leq i\leq r\), identify the set \(\mathbb{Z}_{p_i}= \{0,1,\dots, p_i-1\}\) with the finite field of order \(p_i\). Let \((z_n^{(i)})_{n\geq 0}\) be a purely periodic sequence of elements of \(\mathbb{Z}_{p_i}^s\) with period length \(p_i\). For a parameter \(c_i\in \mathbb{Z}_{p_i} \setminus \{0\}\) let \(x_n^{(i)}\equiv c_iz_n^{(i)}/ p_i\pmod 1\), \(n\geq 0\). Define a sequence \((x_n)_{n\geq 0}\) of \(s\)-dimensional vectors of compound pseudorandom numbers in the interval \((0,1)\) by \(x_n\equiv x_n^{(1)}+\cdots+ x_n^{(r)}\pmod 1\), \(n\geq 0\). This sequence is purely periodic with period length \(m= p_1\dots p_r\), and the compound methods for generating it have several computational advantages. Furthermore, for \(1\leq N\leq m\) denote the discrepancy of the point sequence \(x_0,\dots, x_{N-1}\) by \(D_{N;c_1,\dots,c_r}^{(s)}= D_N (x_0,\dots, x_{N-1})\). The authors first give several general upper bounds for the average value of \(D_{N;c_1,\dots, c_r}^{(s)}\) over the parameters \(c_1,\dots, c_r\) for the point sequence \(x_0,\dots, x_{N-1}\) over an arbitrary part of the period and the lower bound for \(D_{m;c_1,\dots, c_r}^{(s)}\). Then they apply these bounds to the compound explicit inversive congruential method introduced by \textit{H. Niederreiter} [cf. J. Comput. Appl. Math. 56, 159-167 (1994; Zbl 0823.65010)].
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    compound linear congruential method
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    average discrepancy
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    finite field
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    purely periodic sequence
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    compound pseudorandom numbers
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