Iterations of multivariate polynomials and discrepancy of pseudorandom numbers

DOI10.1007/3-540-45624-4_20MaRDI QIDQ4474254zbMATH OpenFDO

Authors Jaime Gutierrez, Domingo Gómez-Pérez

Publication date 4 August 2004

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2227/22270192.htm

Mathematics Subject Classification ID

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

Review text

We present an extension of a result by \textit{F. Griffin}, \textit{H. Niederreiter}, and \textit{I. Shparlinski} [Lect. Notes Comput. Sci. 1719, 87--93 (1993; Zbl 0958.11052)] about a discrepancy bound for sequences of \(s\)-tuples of successive nonlinear multiple recursive congruential pseudorandom numbers of higher orders. The key of this note is based on linear properties of the iterations of multivariate polynomials. For the entire collection see [Zbl 0983.00064].

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(11)

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• Pseudorandom Vector Sequences Derived from Triangular Polynomial Systems with Constant Multipliers
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