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On the Average Discrepancy of Successive Tuples of Pseudo-Random Numbers over Parts of the Period
Authors:Gerhard Larcher  Reinhard Wolf  Jürgen Eichenauer‐Herrmann
Affiliation:Universit?t Salzburg, Austria, AT
Technische Hochschule Darmstadt, Germany, DE
Abstract: In the present paper we give an upper and a lower bound for the average value of the discrepancy of non-overlapping s-tuples of successive elements of a first order congruential pseudo-random-number generator (with prime modulus and maximal period). The estimates are – up to logarithmic factors – sharp also for short parts of the period. Received 30 January 1997; in revised form 2 May 1997
Keywords:1991 Mathematics Subject Classification:   11K45
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