Quadratic congruential pseudorandom numbers: Distribution of triples
The paper deals with the quadratic congruential method with power of two modulus for generating uniform pseudorandom numbers. Statistical independence properties of pairs and triples of successive terms in the generated sequences, which are very important for the usability in stochastic simulation, are studied based on the discrepancy of the corresponding point sets. The author improves an upper bound for the discrepancy of pairs and establishes new upper bounds for the discrepancy of triples. Their proof relies on the analysis of certain exponential sums. A short introduction for using is given.
scientific article; zbMATH DE number 903476
scientific article