A new inversive congruential pseudorandom number generator with power of two modulus-Reference-Cited by-同舟云学术

A new inversive congruential pseudorandom number generator with power of two modulus

Published:1992-01-02 Issue:1 Volume:2 Page:1-11
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,Grothe Holger¹

Affiliation:

1. Technische Hochschule Darmstadt

Abstract

Pseudorandom numbers are important ingredients of stochastic simulations. Their quality is fundamental for the strength of the simulation outcome. The inversive congruential method for generating uniform pseudorandom numbers is a particularly attractive alternative to linear congruential generators, which show many undesirable regularities. In the present paper a new inversive congruential generator with power of two modulus is introduced. Periodicity and statistical independence properties of the generated sequences are analyzed. The results show that these inversive congruential generators perform very satisfactorily.

Publisher

Association for Computing Machinery (ACM)

Subject

Computer Science Applications,Modelling and Simulation

Link

https://dl.acm.org/doi/pdf/10.1145/132277.132278

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