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Average Behaviour of Compound Nonlinear Congruential Pseudorandom Numbers

✍ Scribed by Jürgen Eichenauer-Herrmann; Gerhard Larcher

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
242 KB
Volume
2
Category
Article
ISSN
1071-5797

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✦ Synopsis

The present paper deals with the compound general nonlinear congruential method for generating uniform pseudorandom numbers, which has been introduced recently. Equidistribution and statistical independence properties of the generated sequences over parts of the period are studied based on the discrepancy of certain point sets. The main result is an upper bound for the average value of these discrepancies, which rests on bounds for certain exponential sums.

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