Equidistribution properties of inversive congruential pseudorandom numbers with power of two modulus

Equidistribution properties of inversive congruential pseudorandom numbers with power of two modulus

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Article ID: iaor19972565
Country: Germany
Volume: 44
Issue: 3
Start Page Number: 199
End Page Number: 205
Publication Date: Nov 1996
Journal: Metrika
Authors:
Abstract:

The present paper deals with the inversive congruential method with power of two modulus for generating uniform pseudorandom numbers. Equidistribution properties of the generated sequences over parts of the period are studied based on the discrepancy of the corresponding point sets. An upper bound for the average value of these discrepancies is established which fits well the equidistribution behaviour of true random numbers.

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