An improved upper bound for the discrepancy of quadratic congruential pseudorandom numbers

Jürgen Eichenauer-Herrmann; Harald Niederreiter

Acta Arithmetica (1995)

  • Volume: 69, Issue: 2, page 193-198
  • ISSN: 0065-1036

How to cite

top

Jürgen Eichenauer-Herrmann, and Harald Niederreiter. "An improved upper bound for the discrepancy of quadratic congruential pseudorandom numbers." Acta Arithmetica 69.2 (1995): 193-198. <http://eudml.org/doc/206681>.

@article{JürgenEichenauer1995,
author = {Jürgen Eichenauer-Herrmann, Harald Niederreiter},
journal = {Acta Arithmetica},
keywords = {quadratic congruential random number generator; quadratic congruential pseudorandom numbers; discrepancy; explicit upper bound},
language = {eng},
number = {2},
pages = {193-198},
title = {An improved upper bound for the discrepancy of quadratic congruential pseudorandom numbers},
url = {http://eudml.org/doc/206681},
volume = {69},
year = {1995},
}

TY - JOUR
AU - Jürgen Eichenauer-Herrmann
AU - Harald Niederreiter
TI - An improved upper bound for the discrepancy of quadratic congruential pseudorandom numbers
JO - Acta Arithmetica
PY - 1995
VL - 69
IS - 2
SP - 193
EP - 198
LA - eng
KW - quadratic congruential random number generator; quadratic congruential pseudorandom numbers; discrepancy; explicit upper bound
UR - http://eudml.org/doc/206681
ER -

References

top
  1. [1] J. Eichenauer-Herrmann, Inversive congruential pseudorandom numbers: a tutorial, Internat. Statist. Rev. 60 (1992), 167-176. Zbl0766.65002
  2. [2] J. Eichenauer-Herrmann, Inversive congruential pseudorandom numbers, Z. Angew. Math. Mech. 73 (1993), T644-T647. 
  3. [3] J. Eichenauer-Herrmann, Pseudorandom number generation by nonlinear methods, Internat. Statist. Rev., to appear. 
  4. [4] J. Eichenauer-Herrmann and H. Niederreiter, On the discrepancy of quadratic congruential pseudorandom numbers, J. Comput. Appl. Math. 34 (1991), 243-249. Zbl0731.11046
  5. [5] J. Kiefer, On large deviations of the empiric d.f. of vector chance variables and a law of the iterated logarithm, Pacific J. Math. 11 (1961), 649-660. Zbl0119.34904
  6. [6] D. E. Knuth, The Art of Computer Programming, Vol. 2, Seminumerical Algorithms , 2nd ed., Addison-Wesley, Reading, Mass., 1981. Zbl0477.65002
  7. [7] H. Niederreiter, Recent trends in random number and random vector generation, Ann. Oper. Res. 31 (1991), 323-345. Zbl0737.65001
  8. [8] H. Niederreiter, Nonlinear methods for pseudorandom number and vector generation, in: Simulation and Optimization, G. Pflug and U. Dieter (eds.), Lecture Notes in Econom. and Math. Systems 374, Springer, Berlin, 1992, 145-153. Zbl0849.11055
  9. [9] H. Niederreiter, Random Number Generation and Quasi-Monte Carlo Methods, SIAM, Philadelphia, Penn., 1992. 
  10. [10] H. Niederreiter, Pseudorandom numbers and quasirandom points, Z. Angew. Math. Mech. 73 (1993), T648-T652 Zbl0796.11028

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.