Title of article :
Quadratic congruential pseudorandom numbers: Distribution of lagged pairs
Author/Authors :
Eichenauer-Herrmann، نويسنده , , Jürgen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
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 (xn)n⩾0 are studied based on the distribution of lagged pairs (xn,xn+2). Upper and lower bounds for the discrepancy of the corresponding point sets in the unit square are established.
Keywords :
Power of two modulus , Statistical independence , Lagged pairs , Discrepancy , Quadratic congruential method , Exponential sums , Uniform pseudorandom numbers
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics