On the Average Discrepancy of Successive Tuples of Pseudo-Random Numbers over Parts of the Period |
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Authors: | Gerhard Larcher Reinhard Wolf Jürgen Eichenauer‐Herrmann |
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Affiliation: | Universit?t Salzburg, Austria, AT Technische Hochschule Darmstadt, Germany, DE
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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 |
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Keywords: | 1991 Mathematics Subject Classification: 11K45 |
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