The Exact Determination of Rectangle Discrepancy for Linear Congruential Pseudorandom Numbers

DOI10.2307/2008367MaRDI QIDQ3825992zbMATH OpenOpenAlexFDO

Authors Rainer Weilbächer, Lothar Afflerbach

Publication date 1989

Full work available at URL https://doi.org/10.2307/2008367

zbMATH Keywords

numerical examplesalgorithmMonte Carlo integrationlattice discrepancyupper error boundslinear congruential pseudorandom number generatorsmaximal discrepancyrectangle discrepancy

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Lattices and convex bodies (number-theoretic aspects) (11H06)

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Cites work

• scientific article; zbMATH DE number 3557181 (Why is no real title available?)
• scientific article; zbMATH DE number 4001289 (Why is no real title available?)
• Fourier Analysis of Uniform Random Number Generators
• On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method. II
• Pseudo-Random Numbers: The Exact Distribution of Pairs
• Quasi-Monte Carlo methods and pseudo-random numbers
• RANDOM NUMBERS FALL MAINLY IN THE PLANES
• The lattice structure of pseudo-random number generators
• Zur angenäherten Berechnung mehrfacher Integrale

Cited in

(4)

• Criteria for the assessment of random number generators
• Statistical independence properties of pseudorandom vectors produced by matrix generators
• Recent trends in random number and random vector generation
• Uniform random number generation

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