Evaluation of the discrepancy of the linear congruential pseudo-random number sequencies |
| |
Authors: | Virendra C Bhavsar Uday G Gujar Joseph D Horton Lambros A Lambrou |
| |
Institution: | (1) School of Computer Science, University of New Brunswick, E3B 5A3 Fredericton, N.B., Canada |
| |
Abstract: | The discrepancy of a pseudo-random number (PRN) sequence has been defined as a quantity which measures the deviation of the sequence's distribution from the ideal uniform distribution. In this paper, we give three algorithms for computer evaluation of the discrepancy of PRN sequences. The computational results for the discrepancy of PRN sequences generated by a linear congruential method are included.This research is partially funded by Natural Sciences and Engineering Research Council of Canada, Grant No. 0GP00089. A research grant from IBM Canada through the Supercomputer Center, University of New Brunswick, is gratefully acknowledged. |
| |
Keywords: | 65 C05 65 C10 |
本文献已被 SpringerLink 等数据库收录! |
|