On the statistical independence of nonlinear congruential pseudorandom numbers-Reference-Cited by-同舟云学术

On the statistical independence of nonlinear congruential pseudorandom numbers

Published:1994-01 Issue:1 Volume:4 Page:89-95
ISSN:1049-3301
Container-title:ACM Transactions on Modeling and Computer Simulation
language:en
Short-container-title:ACM Trans. Model. Comput. Simul.

Author:

Eichenauer-Herrmann Jürgen¹,Niederreiter Harald²

Affiliation:

1. Technische Hochschule Darmstadt, Darmstadt, Germany

2. O¨sterreichische Akademie der Wissenschaften, Vienna, Austria

Abstract

Recently, several nonlinear congruential methods for generating uniform pseudorandom numbers have been proposed and analysed. In the present note, further statistical independence properties of a general class of nonlinear congruential pseudorandom number generators are established. The results that are obtained are essentially best possible in an asymptotic sense and show that the generated pseudorandom numbers model truly random numbers very closely in terms of asymptotic discrepancy.

Publisher

Association for Computing Machinery (ACM)

Subject

Computer Science Applications,Modelling and Simulation

Link

https://dl.acm.org/doi/pdf/10.1145/174619.174622

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