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

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