Discrepancy bounds for nonoverlapping pairs of quadratic congruential pseudorandom numbers

DOI10.1007/BF01195549MaRDI QIDQ1901980zbMATH OpenOpenAlexFDO

Authors Jürgen Eichenauer-Herrmann

Publication date 7 March 1996

Published in Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01195549

zbMATH Keywords

bounds for the two-dimensional discrepancyquadratic congruential generatorrandom number generators

Mathematics Subject Classification ID

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

Review text

In this paper the quadratic congruential generator is investigated: \[ y_{n+1} \equiv ay^2_n+ by_n+ c\pmod m, \qquad n\geq 0, \] where \(a\), \(b\), \(c\), \(y_0\) are given parameters in \(\mathbb{Z}_m\). Setting \(x_n= {1\over m} y_n\) one produces a quasi-random sequence in \([0,1)\), provided that the parameters are suitably chosen. The author considers pairs \({\mathbf x}_n= (x_{2n}, x_{2n+1})\) of subsequent elements and proves bounds for the two-dimensional discrepancy \(D_{m/2} ({\mathbf x}_n)\). This continues earlier investigations of H. Niederreiter and the author.

Recommendations

• Pseudo-randomness of quadratic generators
• An improved upper bound for the discrepancy of quadratic congruential pseudorandom numbers
• Quadratic congruential pseudorandom numbers: Distribution of lagged pairs
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Cited in

(8)

• On the structure of quadratic congruential sequences
• On the discrepancy of quadratic congruential pseudorandom numbers with power of two modulus
• Equidistribution properties of quadratic congruential pseudorandom numbers
• Lower bounds for the discrepancy of triples of inversive congruential pseudorandom numbers with power of two modulus
• Pseudo-randomness of quadratic generators
• An improved upper bound for the discrepancy of quadratic congruential pseudorandom numbers
• Quadratic congruential pseudorandom numbers: Distribution of lagged pairs
• On the discrepancy of quadratic congruential pseudorandom numbers

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