The serial test for pseudo-random numbers generated by the linear congruential method

DOI10.1007/BF01400255MaRDI QIDQ794386zbMATH OpenOpenAlexFDO

Authors Harald Niederreiter

Publication date 1985

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/132982

zbMATH Keywords

discrepancylower boundsupper boundslinear congruential methodpseudo-random numbersserial test

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 3141365 (Why is no real title available?)
• scientific article; zbMATH DE number 3750146 (Why is no real title available?)
• scientific article; zbMATH DE number 3753929 (Why is no real title available?)
• scientific article; zbMATH DE number 3633609 (Why is no real title available?)
• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method
• On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method. II
• On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method. III
• Optimal multipliers for pseudo-random number generation by the linear congruential method
• Pseudo-Random Numbers: The Exact Distribution of Pairs
• Pseudo-random numbers and optimal coefficients
• Quasi-Monte Carlo methods and pseudo-random numbers
• The serial test for linear congruential pseudo-random numbers

Cited in

(14)

• On the discrepancy of quadratic congruential pseudorandom numbers
• Optimal coefficients modulo prime powers in the three-dimensional case
• Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules
• Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers
• scientific article; zbMATH DE number 4090661 (Why is no real title available?)
• Statistical independence properties of pseudorandom vectors produced by matrix generators
• A brief and understandable guide to pseudo-random number generators and specific models for security
• Pseudorandom Vector Generation by the Multiple-Recursive Matrix Method
• On the autocorrelation structure of inversive congruential pseudorandom number sequences
• Parallel streams of linear random numbers in the spectral test
• Lower Bounds for the Discrepancy of Inversive Congruential Pseudorandom Numbers
• The Serial Test for Congruential Pseudorandom Numbers Generated by Inversions
• Upper bounds for the Beyer ratios of linear congruential generators
• On the adequacy of pseudy-random number generators (or: How big a period do we need?)

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