Quadratic congruential pseudorandom numbers: Distribution of triples
type: Item
instance of: scholarly article
title: Quadratic congruential pseudorandom numbers: Distribution of triples
zbMATH Open document ID: 0858.65004
DOI: 10.1016/0377-0427(94)00105-6
author: Jürgen Eichenauer-Herrmann
published in: Journal of Computational and Applied Mathematics
publication date: 1997-03-11T00:00:00Z
review text: 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.
reviewed by: Bernd Mathiszik
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 11K45
zbMATH DE Number: 903476
zbMATH Keywords: discrepancy of pairs and triples
zbMATH Keywords: statistical independence
zbMATH Keywords: quadratic congruential method
zbMATH Keywords: power of two modulus
zbMATH Keywords: uniform pseudorandom numbers
zbMATH Keywords: exponential sums
MaRDI profile type: Publication
full work available at URL: 0377-0427(94)00105-6
OpenAlex ID: W2155244309
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description: scientific article; zbMATH DE number 903476