Compound nonlinear congruential pseudorandom numbers
type: Item
instance of: scholarly article
title: Compound nonlinear congruential pseudorandom numbers
zbMATH Open document ID: 0803.65003
DOI: 10.1007/BF01299703
published in: Monatshefte für Mathematik
publication date: 1994-08-10T00:00:00Z
full work available at URL: https://eudml.org/doc/178645
review text: 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.
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 11K45
zbMATH DE Number: 617396
zbMATH Keywords: discrepancy
zbMATH Keywords: compound nonlinear congruential pseudorandom generator
zbMATH Keywords: multiprecision computation
author: Jürgen Eichenauer-Herrmann
reviewed by: Jaroslav Král
describes a project that uses: AS 183
MaRDI profile type: Publication
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OpenAlex ID: W2170700734
description: scientific article; zbMATH DE number 617396