Modified explicit inversive congruential pseudorandom numbers with power of 2 modulus

Statistics and Computing

Volumn 6, Issue 1, 1996, Pages 31-36

  Eichenauer Herrmann, Jürgen ^a  

^a DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Discrepancy of pairs; Explicit inversive congruential method; Exponential sums; Power of 2 modulus; Pseudorandom numbers; Statistical independence

Indexed keywords

EID: 21344457648     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00161571     Document Type: Article

References (7)

1. Eichenauer-Herrmann, J. (1992) Inversive congruential pseudorandom numbers: a tutorial. International Statistical Review, 60, 167-176.
2. Eichenauer-Herrmann, J. (1995) Pseudorandom number generation by nonlinear methods. International Statistical Review (to appear).
3. Eichenauer-Herrmann, J. and Ickstadt, K. (1994) Explicit inversive congruential pseudorandom numbers with power of two modulus. Mathematics of Computation, 62, 787-797.
4. Eichenauer-Herrmann, J. and Niederreiter, H. (1993) Kloostermantype sums and the discrepancy of nonoverlapping pairs of inversive congruential pseudorandom numbers. Acta Arithmetical, 185-194.
5. Kiefer, J. (1961) On large deviations of the empiric d.f. of vector chance variables and a law of the interated logarithm. Pacific Journal of Mathematics, 11, 649-660.
6. Niederreiter, H. (1989) The serial test for congruential pseudorandom numbers generated by inversions. Mathematics of Computation, 52, 135-144.
7. Niederreiter, H. (1992) Random Number Generation and Quasi-Monte Carlo Methods, SIAM, Philadelphia.