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Recent trends in random number and random vector generation |
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| Authors: | Harald Niederreiter |
| Affiliation: | (1) Institute for Information Processing, Austrian Academy of Sciences, Sonnenfelsgasse 19, A-1010 Vienna, Austria |
| Abstract: | A survey of recent work in the areas of uniform pseudorandom number and uniform pseudorandom vector generation is presented. The emphasis is on methods for which a detailed theory is available. A progress report on the construction of quasirandom points for efficient multidimensional numerical integration is also given. |
| Keywords: | uniform pseudorandom numbers uniformity test serial test lattice test linear congruential method nonlinear congruential method inversive congruential method digital multistep method GFSR method uniform pseudorandom vectors matrix generator quasirandom points discrepancy multidimensional numerical integration |
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