Stability of a class of non-uniform random number generators
type: Item
instance of: scholarly article
title: Stability of a class of non-uniform random number generators
zbMATH Open document ID: 0811.11054
published in: Journal of Mathematical Analysis and Applications
publication date: 1995-05-10T00:00:00Z
review text: Let \((z_ n)\) be a sequence of nonzero reals satisfying the recurrence \(z_{n+1}= 2- b_ n z_ n^{-1}\), where \((b_ n)\) is a sequence of reals with \(b_ n= 1+d+ O(n^{-\lambda})\) and \(\sum_{m=n}^ \infty | b_{m+1}- b_ m|= O(n^{-\lambda})\) and \(d>0\) and \(\lambda>1\) are constants. Then it is proved that \((z_ n)\) has an asymptotic distribution function mod 1 given by \[ F(z)= z+ {1\over\pi} \arctan {{\sin 2\pi z} \over {\exp (2\pi \sqrt{d})- \cos 2\pi z}}. \] An upper bound for the discrepancy of \((z_ n)\) with respect to the distribution function \(F\) is established under an additional arithmetic condition on \(d\). As an interesting consequence it is noted that slight perturbations of the \(b_ n\) do not affect the distribution function \(F\).
reviewed by: Harald Niederreiter
Mathematics Subject Classification ID: 11K45
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 11K06
zbMATH DE Number: 566994
zbMATH Keywords: sequence of nonzero reals
zbMATH Keywords: recurrence
zbMATH Keywords: asymptotic distribution function mod one
zbMATH Keywords: upper bound for the discrepancy
author: Robert F. Tichy
MaRDI profile type: MaRDI publication profile
full work available at URL: jmaa.1994.1043
OpenAlex ID: W2079772562
DOI: 10.1006/JMAA.1994.1043
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description: scientific article; zbMATH DE number 566994