The Exact Determination of Rectangle Discrepancy for Linear Congruential Pseudorandom Numbers

DOI10.2307/2008367zbMath0672.65008OpenAlexW4254020901MaRDI QIDQ3825992

Rainer Weilbächer, Lothar Afflerbach

Publication date: 1989

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

zbMATH Keywords

algorithmnumerical examplesMonte Carlo integrationlattice discrepancyupper error boundslinear congruential pseudorandom number generatorsmaximal discrepancyrectangle discrepancy

Mathematics Subject Classification ID

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

Related Items (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

Cites Work

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• Zur angenäherten Berechnung mehrfacher Integrale
• The lattice structure of pseudo-random number generators
• On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method. II
• Quasi-Monte Carlo methods and pseudo-random numbers
• Fourier Analysis of Uniform Random Number Generators
• RANDOM NUMBERS FALL MAINLY IN THE PLANES
• Pseudo-Random Numbers: The Exact Distribution of Pairs

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