Abstract
This paper deals with the inversive congruential method with power of two modulus for generating uniform pseudorandom numbers in the interval [0, 1). Statistical independence properties of the generated sequences are studied based on the distribution of both overlapping and nonoverlapping pairs of successive pseudorandom numbers. Improved upper bounds for the discrepancy of these point sets in [0, 1)2 are established.
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Eichenauer-Herrmann, J. Improved Upper Bounds for the Discrepancy of Pairs of Inversive Congruential Pseudorandom Numbers with Power of Two Modulus. Acta Mathematica Hungarica 79, 295–303 (1998). https://doi.org/10.1023/A:1006563028869
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DOI: https://doi.org/10.1023/A:1006563028869
Keywords
- Pseudorandom Number
- Statistical Independence
- Independence Property
- Congruential Method
- Uniform Pseudorandom Number