On the discrepancy of quadratic congruential pseudorandom numbers with power of two modulus

DOI10.1016/0377-0427(94)90064-7zbMath0827.65003OpenAlexW1974773451MaRDI QIDQ1344347

Jürgen Eichenauer-Herrmann

Publication date: 11 December 1995

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)90064-7

zbMATH Keywords

law of the iterated logarithmquadratic congruential pseudorandom numberscomplex exponential sumstatistical discrepancy

Mathematics Subject Classification ID

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

Related Items (4)

Equidistribution properties of quadratic congruential pseudorandom numbers ⋮ Discrepancy bounds for nonoverlapping pairs of quadratic congruential pseudorandom numbers ⋮ Quadratic congruential pseudorandom numbers: Distribution of triples ⋮ Quadratic congruential pseudorandom numbers: Distribution of lagged pairs

Cites Work

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• On the discrepancy of quadratic congruential pseudorandom numbers
• Recent trends in random number and random vector generation
• A remark on the discrepancy of quadratic congruential pseudorandom numbers
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Lower Bounds for the Discrepancy of Inversive Congruential Pseudorandom Numbers
• Inversive Congruential Pseudorandom Numbers: A Tutorial

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