On a new class of pseudorandom numbers for simulation methods
type: Item
instance of: scholarly article
title: On a new class of pseudorandom numbers for simulation methods
zbMATH Open document ID: 0823.65010
DOI: 10.1016/0377-0427(94)90385-9
published in: Journal of Computational and Applied Mathematics
publication date: 1995-10-24T00:00:00Z
review text: The explicit inversive congruential method for generating pseudorandom numbers, introduced previously by \textit{J. Eichenauer-Herrmann} [Math. Comput. 60, No. 201, 375-384 (1993; Zbl 0795.65002)], is discussed. The resulting pseudorandom numbers possess optimal nonlinearity property and show the best possible behavior under the lattice test. It is guaranteed that they pass the serial test and thus have desirable independence properties. The discrepancy bounds are in good accordance with the law of the iterated logarithm for discrepancies. The method can easily generate a large number of parallel streams of pseudorandom numbers. The numbers satisfy the requirements of \textit{W. F. Eddy} [J. Comput. Appl. Math. 31, No. 1, 63-71 (1990; Zbl 0703.65007)] on random number generators for parallel processors.
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 65Y05
Mathematics Subject Classification ID: 11K45
zbMATH DE Number: 773893
zbMATH Keywords: parallel computation
zbMATH Keywords: explicit inversive congruential method
zbMATH Keywords: pseudorandom numbers
zbMATH Keywords: lattice test
zbMATH Keywords: serial test
zbMATH Keywords: random number generators
author: Harald Niederreiter
MaRDI profile type: Publication
full work available at URL: 0377-0427(94)90385-9
OpenAlex ID: W2069885785
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description: scientific article; zbMATH DE number 773893