Compound nonlinear congruential pseudorandom numbers
A compound nonlinear congruential pseudorandom generator (CNG) is used as substitute of a nonlinear generator (NG) of a very long period by the sum of \(n\) NG's (mod 1). It allows to replace the multiprecision computation by a simple precision one. Discrepancy \(D\) of CNG is defined on the \(n\)- dimensional unit cube \(C\) as \(\sup_ J | F_ N (J) - V(J) |\) taken over all subintervals \(J\) of \(C\). \(F_ N\) is the number of cases when the value of CNG falls into \(J\) and \(V\) is the volume of \(J\). Explicit formulas for upper and lower bounds of \(D\) are given.
compound nonlinear congruential pseudorandom generator
scientific article; zbMATH DE number 617396
scientific article