On a new class of inversive pseudorandom numbers for parallelized simulation methods

被引：0
作者：
Harald Niederreiter
Arne Winterhof
机构：
[1] Austrian Academy of Sciences,Institute of Discrete Mathematics
来源：
Periodica Mathematica Hungarica | 2001年 / 42卷 / 1-2期
关键词：
Simulation Method; Number Generation; Desirable Property; Attractive Alternative; Linear Method;
D O I：
10.1023/A:1015296523748
中图分类号：
学科分类号：
摘要：
Inversive methods are attractive alternatives to the linear method for pseudorandom number generation. A particularly attractive method is the digital explicit inversive method recently introduced by the authors. We establish some new results on the statistical properties of parallel streams of pseudorandom numbers generated by this method. In particular, we extend the results of the first author on the statistical properties of pseudorandom numbers generated by the explicit inversive congruential method introduced by Eichenauer-Herrmann. These results demonstrate that the new method is eminently suitable for the generation of parallel streams of pseudorandom numbers with desirable properties.
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页码：77 / 87
页数：10
相关论文
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