Improved upper bounds for the discrepancy of pairs of inversive congruential pseudorandom numbers with power of two modulus

DOI10.1023/A:1006563028869MaRDI QIDQ1297757zbMATH OpenFDO

Authors Jürgen Eichenauer-Herrmann

Publication date 14 September 1999

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1006563028869

zbMATH Keywords

discrepancypseudorandom numbersupper bounds

Mathematics Subject Classification ID

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

Review text

Inversive congruential pseudorandom numbers with a modulus which is a power of 2 were introduced by \textit{J. Eichenauer, J. Lehn}, and \textit{A. Topuzoǧlu} [Math. Comp. 51, 757-759 (1988; Zbl 0701.65008)]. An upper bound for the discrepancy of overlapping pairs of these pseudorandom numbers was established by the reviewer [Math. Comp. 52, 135-144 (1989; Zbl 0657.65007)], and for nonoverlapping pairs this was done by the author and the reviewer [Acta Arith. 65, 185-194 (1993; Zbl 0785.11043)]. In the present paper the author improves both of these upper bounds by making better use of the special structure of these sequences of pseudorandom numbers.

Recommendations

• Lower Bounds for the Discrepancy of Inversive Congruential Pseudorandom Numbers with Power of Two Modulus
• On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus
• EXPONENTIAL SUMS AND THE DISTRIBUTION OF INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS WITH POWER OF TWO MODULUS
• Improved Lower Bounds for the Discrepancy of Inversive Congruential Pseudorandom Numbers

Cited in

(6)

• On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus. II
• Lower bounds for the discrepancy of triples of inversive congruential pseudorandom numbers with power of two modulus
• EXPONENTIAL SUMS AND THE DISTRIBUTION OF INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS WITH POWER OF TWO MODULUS
• Lower Bounds for the Discrepancy of Inversive Congruential Pseudorandom Numbers
• Inversive congruential pseudorandom numbers: distribution of triples
• On the discrepancy of inversive congruential pseudorandom numbers with prime power modulus

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