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On the distribution of inversive congruential pseudorandom numbers in parts of the period
Authors:Harald Niederreiter  Igor E Shparlinski
Institution:Institute of Discrete Mathematics, Austrian Academy of Sciences, Sonnenfelsgasse 19, A--1010 Vienna, Austria ; Department of Computing, Macquarie University, New South Wales 2109, Australia
Abstract:

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.

Keywords:Pseudorandom numbers  inversive congruential method  discrepancy  exponential sums
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