The weighted spectral test

DOI10.1145/272991.273008zbMath0921.11038OpenAlexW2088210818MaRDI QIDQ4228543

Peter Hellekalek, Harald Niederreiter

Publication date: 29 September 1999

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/272991.273008

zbMATH Keywords

discrepancystochastic simulationcorrelation analysisdiaphonyErdős-Turán-Koksma inequalityweighted spectral testuniform random number generatorsmultiplicative congruential pseudorandom numbers

Mathematics Subject Classification ID

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

Related Items (4)

Asymptotic properties of the spectral test, diaphony, and related quantities ⋮ Diaphony, a measure of uniform distribution, and the Patterson function ⋮ Good random number generators are (not so) easy to find ⋮ Bad lattice points

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