Abstract
The present paper deals with the inversive congruential method with power of two modulus for generating uniform pseudorandom numbers. Equidistribution properties of the generated sequences over parts of the period are studied based on the discrepancy of the corresponding point sets. An upper bound for the average value of these discrepancies is established which fits well the equidistribution behaviour of true random numbers.
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References
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Eichenauer-Herrmann, J. Equidistribution properties of inversive congruential pseudorandom numbers with power of two modulus. Metrika 44, 199–205 (1996). https://doi.org/10.1007/BF02614066
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DOI: https://doi.org/10.1007/BF02614066
Keywords
- Period Length
- Pseudorandom Number
- Iterate Logarithm
- Present Paper Deal
- Pseudorandom Number Generation