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

DOI10.1007/BF01400255zbMath0541.65004OpenAlexW2058671594MaRDI QIDQ794386

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

upper boundsdiscrepancylower boundspseudo-random numberslinear congruential methodserial test

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (11)

On the adequacy of pseudy-random number generators (or: How big a period do we need?) ⋮ A brief and understandable guide to pseudo-random number generators and specific models for security ⋮ Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules ⋮ On the autocorrelation structure of inversive congruential pseudorandom number sequences ⋮ Optimal coefficients modulo prime powers in the three-dimensional case ⋮ Statistical independence properties of pseudorandom vectors produced by matrix generators ⋮ Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers ⋮ Pseudorandom Vector Generation by the Multiple-Recursive Matrix Method ⋮ Lower Bounds for the Discrepancy of Inversive Congruential Pseudorandom Numbers ⋮ The Serial Test for Congruential Pseudorandom Numbers Generated by Inversions ⋮ On the discrepancy of quadratic congruential pseudorandom numbers

Cites Work

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• Pseudo-random numbers and optimal coefficients
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• On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method. III
• The serial test for linear congruential pseudo-random numbers
• Quasi-Monte Carlo methods and pseudo-random numbers
• Pseudo-Random Numbers: The Exact Distribution of Pairs
• On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method

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