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1.

The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. In this paper we present the first nontrivial bounds on the discrepancy of individual sequences of inversive congruential pseudorandom numbers in parts of the period. The proof is based on a new bound for certain incomplete exponential sums.

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2.
 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. (Received 2 March 2000; in revised form 22 November 2000)  相似文献   

3.
The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. The authors have recently introduced a new method for obtaining nontrivial upper bounds on the multidimensional discrepancy of inversive congruential pseudorandom numbers in parts of the period. This method has also been used to study the multidimensional distribution of several other similar families of pseudorandom numbers. Here we apply this method to show that, “on average” over all initial values, much stronger results than those known for “individual” sequences can be obtained.  相似文献   

4.
 The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. In this paper we present the first nontrivial bounds on the multidimensional discrepancy of individual sequences of inversive congruential pseudorandom numbers in parts of the period. The proof is based on a new bound for certain incomplete exponential sums. (Received 3 December 1998)  相似文献   

5.
Recently, the explicit inversive congruential method with power of two modulus for generating uniform pseudorandom numbers was introduced. Statistical independence properties of the generated sequences have been studied by estimating the discrepancy of all overlapping pairs of successive pseudorandom numbers. In the present paper a similar analysis is performed for the subsets of nonoverlapping pairs. The method of proof relies on a detailed discussion of the properties of certain exponential sums.  相似文献   

6.
Pseudorandom vectors are of importance for parallelized simulation methods. In this paper a detailed analysis of the compound inversive method for the generation of -dimensional uniform pseudorandom vectors, a vector analog of the compound inversive method for pseudorandom number generation, is carried out. In particular, periodicity properties and statistical independence properties of the generated sequences are studied based on the discrete discrepancy of -tuples of successive terms in the sequence. The results show that the generated sequences have attractive statistical independence properties for pseudorandom vectors of dimensions .

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7.
One of the alternatives to linear congruential pseudorandom number generators with their known deficiencies is the inversive congruential method with prime power modulus. Recently, it was proved that pairs of inversive congruential pseudorandom numbers have nice statistical independence properties. In the present paper it is shown that a similar result cannot be obtained fork-tuples withk≥3 since their discrepancy is too large. The method of proof relies on the evaluation of certain exponential sums. In view of the present result the inversive congruential method with prime power modulus seems to be not absolutely suitable for generating uniform pseudorandom numbers.  相似文献   

8.
The inversive congruential method for generating uniform pseudorandom numbers has been introduced recently as an alternative to linear congruential generators with their coarse lattice structure. In the present paper the statistical independence properties of pairs of consecutive pseudorandom numbers obtained from an inversive congruential generator with prime power modulus are analysed by means of the serial test. Upper bounds for the discrepancy of these pairs are established which are essentially best possible. The results show that the inversive congruential method with prime power modulus performs uniformly satisfactorily under the serial test. The methods of proof rely heavily on the evaluation of certain exponential sums which resemble Kloosterman sums.  相似文献   

9.
This article deals with the digital inversive method for generating uniform pseudorandom numbers. Equidistribution and statistical independence properties of the generated pseudorandom number sequences over parts of the period are studied based on the distribution of tuples of successive terms in the sequence. The main result is an upper bound for the average value of the star discrepancy of the corresponding point sets. Additionally, lower bounds for the star discrepancy are established. The method of proof relies on bounds for exponential sums.

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10.
The inversive congruential method for generating uniform pseudorandom numbers is a particularly attractive alternative to linear congruential generators with their well-known inherent deficiencies like the unfavourable coarse lattice structure in higher dimensions. In the present paper the modulus in the inversive congruential method is chosen as a power of an arbitrary odd prime. The existence of inversive congruential generators with maximal period length is proved by a new constructive characterization of these generators.  相似文献   

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