Evaluation of the discrepancy of the linear congruential pseudo-random number sequencies
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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 categories65 C05 65 C10
Keywords and phrasesPseudorandom number sequence randomness test discrepancy evaluation Monte Carlo studies
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