Evaluation of the discrepancy of the linear congruential pseudo-random number sequencies
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
Unable to display preview. Download preview PDF.
- Knuth, D. E.,The Art of Computer Programming, vol. 2, Seminumerical Algorithms, Addison-Wesley, Reading, Mass., 1963.Google Scholar
- Lambrou, L. A.,Pseudo-Random Number Sequences for Parallel Computers, School of Computer Science, University of New Brunswick, Fredericton, N. B., M.Sc (Comp.Sc.) Project Report, TR86-033, pp. 192, Feb. 1986.Google Scholar
- Lambrou, L. A., Bhavsar, V. C., and Gujar, U. G.,On the discrepancy of pseudo-random number sequences generated by linear congruential methods, in Proc. of APICS (Atlantic Provinces Council on the Sciences) Computer Science Seminar, Fall Meeting, Dalhousie University, Department of Mathematics, Statistics and Computer Science, Halifax, N.S., Canada, pp. 53–68, Nov. 8–9, 1985.Google Scholar
- Percus, O. E., and Kalos, M. H.,Random Number Generators for Ultracomputers, Ultracomputer Note #114, Ultracomputer Research Laboratory, New York University, New York, NY, Feb. 1987. University of New Brunswick Computing Centre,User Guide, FORTRAN Subprogram Libraries.Google Scholar
- vol. 10, Ninth printing, University of New Brunswick, Fredericton, N.B., Canada, Feb. 1983.Google Scholar