Quadratic congruential pseudorandom numbers: Distribution of lagged pairs

DOI10.1016/S0377-0427(96)00158-6zbMath0876.11043OpenAlexW2044895882WikidataQ127352289 ScholiaQ127352289MaRDI QIDQ678814

Jürgen Eichenauer-Herrmann

Publication date: 29 May 1997

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(96)00158-6

zbMATH Keywords

discrepancydistribution of lagged pairsquadratic congruential methodstatistical independence propertiesuniform pseudorandom numbers

Mathematics Subject Classification ID

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

Related Items (3)

Uniform distribution of sequences generated by iterated polynomials ⋮ On properties of the Klimov–Shamir generator of pseudorandom numbers ⋮ The uniform distribution of sequences generated by iterated polynomials

Cites Work

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• Inversive Congruential Pseudorandom Numbers: A Tutorial
• An improved upper bound for the discrepancy of quadratic congruential pseudorandom numbers
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