EXPLICIT INVERSIVE CONGRUENTIAL PSEUDORANDOM NUMBERS - THE COMPOUND APPROACH

被引：7
|
作者：
EICHENAUERHERRMANN, J
机构：
[1] Fachbereich Mathematik, Technische Hochschule, Darmstadt, D-64289
来源：
COMPUTING | 1993年 / 51卷 / 02期
关键词：
UNIFORM PSEUDORANDOM NUMBERS; EXPLICIT INVERSIVE CONGRUENTIAL METHOD; PRIME MODULUS; STATISTICAL INDEPENDENCE; DISCREPANCY;
D O I：
10.1007/BF02243851
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The explicit inversive congruential method with prime modulus for generating uniform pseudorandom numbers has several very promising properties. However, an implementation in multiprecision of these pseudorandom number generators is usually necessary. The present paper introduces a compound version of the explicit inversive congruential method, which overcomes this disadvantage. It is shown that the generated sequences have very attractive statistical independence properties.
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页码：175 / 182
页数：8
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