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BIT

, Volume 30, Issue 2, pp 257–267 | Cite as

Evaluation of the discrepancy of the linear congruential pseudo-random number sequencies

  • Virendra C. Bhavsar
  • Uday G. Gujar
  • Joseph D. Horton
  • Lambros A. Lambrou
Part II Numerical Mathematics

Abstract

The discrepancy of a pseudo-random number (PRN) sequence has been defined as a quantity which measures the deviation of the sequence's distribution from the ideal uniform distribution. In this paper, we give three algorithms for computer evaluation of the discrepancy of PRN sequences. The computational results for the discrepancy of PRN sequences generated by a linear congruential method are included.

AMS categories

65 C05 65 C10 

CR categories

G.3 

Keywords and phrases

Pseudorandom number sequence randomness test discrepancy evaluation Monte Carlo studies 

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References

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Copyright information

© BIT Foundations 1990

Authors and Affiliations

  • Virendra C. Bhavsar
    • 1
  • Uday G. Gujar
    • 1
  • Joseph D. Horton
    • 1
  • Lambros A. Lambrou
    • 1
  1. 1.School of Computer ScienceUniversity of New BrunswickFrederictonCanada

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