Evaluation of the discrepancy of the linear congruential pseudo-random number sequences

DOI10.1007/BF02017347zbMath0741.65005OpenAlexW1999858820MaRDI QIDQ1813701

J. D. Horton, Lambros A. Lambrou, Virendra C. Bhavsar, Uday G. Gujar

Publication date: 25 June 1992

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02017347

zbMATH Keywords

discrepancyrandom number generationlinear congruential generatorpseudo-random uniform sequence

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

• Design and Analysis of Parallel Monte Carlo Algorithms
• 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
• Quasi-Monte Carlo methods and pseudo-random numbers
• A Retrospective and Prospective Survey of the Monte Carlo Method
• On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method
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