Skip to main content
Log in

Compound nonlinear congruential pseudorandom numbers

  • Published:
Monatshefte für Mathematik Aims and scope Submit manuscript

Abstract

The nonlinear congruential method for generating uniform pseudorandom numbers has several very promising properties. However, an implementation in multiprecision of these pseudorandom number generators is usually necessary. In the present paper a compound version of the nonlinear congruential method is introduced, which overcomes this disadvantage. It is shown that the generated sequences have very attractive statistical independence properties. The results that are established are essentially best possible and show that the generated pseudorandom numbers model true random numbers very closely. The method of proof relies heavily on a thorough analysis of exponential sums.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Eichenauer, J., Grothe, H., Lehn, J.: Marsaglia's lattice test and non-linear congruential pseudorandom number generators. Metrika35, 241–250 (1988).

    Google Scholar 

  2. Eichenauer-Herrmann, J.: Equidistribution properties of nonlinear congruential pseudorandom numbers. Metrika40, 333–388 (1993).

    Google Scholar 

  3. Eichenauer-Herrmann, J.: Inversive congruential pseudorandom numbers: a tutorial. Int. Statist. Rev.60, 167–176 (1992).

    Google Scholar 

  4. Kiefer, J.: On large deviations of the empiric d.f. of vector chance variables and a law of the iterated logarithm. Pacific. J. Math.11, 649–660 (1961).

    Google Scholar 

  5. Lidl, R., Niederreiter, H.: Finite Fields. Reading, Mass: Addison-Wesley. 1983.

    Google Scholar 

  6. Niederreiter, H.: Pseudo-random numbers and optimal coefficients. Adv. in Math.26, 99–181 (1977).

    Google Scholar 

  7. Niederreiter, H.: Remarks on nonlinear congruential pseudorandom numbers. Metrika35, 321–328 (1988).

    Google Scholar 

  8. Niederreiter, H.: Statistical independence of nonlinear congruential pseudorandom numbers. Mh. Math.106, 149–159 (1988).

    Google Scholar 

  9. Niederreiter, H.: Recent trends in random number and random vector generation. Ann. Operations Res.31, 323–345 (1991).

    Google Scholar 

  10. Niederreiter, H.: Nonlinear methods for pseudorandom number and vector generation. In: Pflug, G., Dieter, U. (eds.) Simulation and Optimization. Lect. Notes Economics and Math. Systems374, 145–153, Berlin: Springer. 1992.

    Google Scholar 

  11. Niederreiter, H.: Random Number Generation and Quasi-Monte Carlo Methods. Philadelphia: SIAM. 1992.

    Google Scholar 

  12. Niederreiter, H.: Finite fields, pseudorandom numbers, and quasirandom points. In: Mullen, G. L., Shiue, P. J.-S. (eds.) Finite Fields, Coding Theory and Advances in Communications and Computing, pp. 375–394. New York: Dekker. 1992.

    Google Scholar 

  13. Niederreiter, H.: Pseudorandom numbers and quasirandom points. Z. Angew. Math. Mech.73, T648-T652 (1993).

    Google Scholar 

  14. Niederreiter, H.: On a new class of pseudorandom numbers for simulation methods. In: Proc. Workshop on Stochastic Programming (Gosen/Berlin, 1992), (to appear).

  15. Niederreiter, H.: New methods for pseudorandom number and pseudorandom vector generation. In: Proc. 1992 Winter Simulation Conf. (Arlington, Va., 1992). pp. 264–269. Piscataway, N. J.: IEEE Press. 1992.

    Google Scholar 

  16. Wichmann, B. A., Hill, I. D.: An efficient and portable pseudo-random number generator. Appl. Statist.31, 188–190 (1982).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Eichenauer-Herrmann, J. Compound nonlinear congruential pseudorandom numbers. Monatshefte für Mathematik 117, 213–222 (1994). https://doi.org/10.1007/BF01299703

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01299703

1991 Mathematics Subject Classification

Navigation