The exact determination of rectangle discrepancy for linear congruential pseudorandom numbers-Reference-Cited by-同舟云学术

The exact determination of rectangle discrepancy for linear congruential pseudorandom numbers

Published:1989 Issue:187 Volume:53 Page:343-354
ISSN:0025-5718
Container-title:Mathematics of Computation
language:en
Short-container-title:Math. Comp.

Author:

Afflerbach Lothar,Weilbächer Rainer

Abstract

Up to now, the rectangle discrepancy of linear congruential pseudorandom number generators could be exactly calculated only in some simple cases for a small number of generated points. Here an algorithm for the exact determination of the two-dimensional rectangle discrepancy is presented which is practicable for large generators and requires less computation time. The algorithm is based on special properties of linear congruential generators.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Link

http://www.ams.org/mcom/1989-53-187/S0025-5718-1989-0968147-2/S0025-5718-1989-0968147-2.pdf

Reference12 articles.

1. L. Afflerbach, Lineare Kongruenz-Generatoren zur Erzeugung von Pseudo-Zufallszahlen und ihre Gitterstruktur, Dissertation, Technische Hochschule Darmstadt, 1983.

2. Lattice structure and reduced bases of random vectors generated by linear recurrences;Beyer, W. A.,1972

3. Fourier analysis of uniform random number generators;Coveyou, R. R.;J. Assoc. Comput. Mach.,1967

4. Pseudo-random numbers. The exact distribution of pairs;Dieter, U.;Math. Comp.,1971

5. U. Dieter & J. H. Ahrens, Uniform Random Numbers, Inst. f. Math. Stat., Technische Hochschule Graz, 1974.

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Generating Pseudorandom Numbers;Monte Carlo;1996

2. Uniform random number generation;Annals of Operations Research;1994-12

3. Principles for Generating Non-Uniform Random Numbers;Lecture Notes in Economics and Mathematical Systems;1992

4. Recent trends in random number and random vector generation;Annals of Operations Research;1991-12

5. Random numbers for simulation;Communications of the ACM;1990-10