Quadratic congruential pseudorandom numbers: Distribution of triples

DOI10.1016/0377-0427(94)00105-6MaRDI QIDQ1917826zbMATH OpenOpenAlexFDO

Authors Jürgen Eichenauer-Herrmann

Publication date 11 March 1997

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(94)00105-6

zbMATH Keywords

discrepancy of pairs and triplesexponential sumspower of two modulusquadratic congruential methodstatistical independenceuniform pseudorandom numbers

Mathematics Subject Classification ID

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

Review text

The paper deals with the quadratic congruential method with power of two modulus for generating uniform pseudorandom numbers. Statistical independence properties of pairs and triples of successive terms in the generated sequences, which are very important for the usability in stochastic simulation, are studied based on the discrepancy of the corresponding point sets. The author improves an upper bound for the discrepancy of pairs and establishes new upper bounds for the discrepancy of triples. Their proof relies on the analysis of certain exponential sums. A short introduction for using is given.

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• Quadratic congruential pseudorandom numbers: Distribution of lagged pairs
• A remark on the discrepancy of quadratic congruential pseudorandom numbers
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• On the discrepancy of quadratic congruential pseudorandom numbers

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Cited in

(13)

• On the structure of quadratic congruential sequences
• A remark on the discrepancy of quadratic congruential pseudorandom numbers
• Equidistribution properties of quadratic congruential pseudorandom numbers
• Compound cubic congruential pseudorandom numbers
• Distribution of quadruples according to their convergence times in the four-number game
• The uniform distribution of sequences generated by iterated polynomials
• Uniform distribution of sequences generated by iterated polynomials
• On properties of the Klimov-Shamir generator of pseudorandom numbers
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• Inversive congruential pseudorandom numbers: distribution of triples
• scientific article; zbMATH DE number 1407805 (Why is no real title available?)
• Quadratic congruential pseudorandom numbers: Distribution of lagged pairs
• On the discrepancy of quadratic congruential pseudorandom numbers

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