Quadratic congruential pseudorandom numbers: Distribution of lagged pairs

✍ Scribed by Jürgen Eichenauer-Herrmann

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 702 KB
• Volume: 79
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/s0377-0427(96)00158-6

✦ Synopsis

The present paper deals with the quadratic congruential method with power of two modulus for generating uniform pseudorandom numbers. Statistical independence properties of the generated sequences (~,),~a are studied based on the distribution of lagged pairs (x,,x,+z). Upper and lower bounds for the discrepancy of the corresponding point sets in the unit square are established.