On the Distribution of Compound Inversive Congruential Pseudorandom Numbers

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作者
Harald Niederreiter
Arne Winterhof
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[1] National University of Singapore and Austrian Academy of Sciences,
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2000 Mathematics Subject Classification: 11K38; 11K45; 11T23; 65C10; Key words: Pseudorandom numbers; inversive congruential method; compound method; discrepancy; exponential sums;
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摘要
 Inversive methods are interesting alternatives to linear methods for pseudorandom number generation. A particularly attractive method is the compound inversive congruential method introduced and analyzed by Huber and Eichenauer-Herrmann. We present the first nontrivial worst-case results on the distribution of sequences of compound inversive congruential pseudorandom numbers in parts of the period. The proofs are based on new bounds for certain exponential sums.
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页码:35 / 48
页数:13
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