Statistical independence of a new class of inversive congruential pseudorandom numbers
Journal Article
·
· Mathematics of Computation; (United States)
Linear congruential pseudorandom numbers show several undesirable regularities which can render them useless for certain stochastic simulations. This was the motiviation for important recent developments in nonlinear congruential methods for generating uniform pseudorandom numbers. It is particularly promising to achieve nonlinearity by employing the operation of multiplicative inversion with respect to a prime modulus. In the present paper a new class of such inversive congruential generators is introduced and analyzed. It is shown that they have excellent statistical independence properties and model true random numbers very closely. The methods of proof rely heavily on Weil-Stepanov bounds for rational exponential sums. 39 refs.
- OSTI ID:
- 6654771
- Journal Information:
- Mathematics of Computation; (United States), Journal Name: Mathematics of Computation; (United States) Vol. 60:201; ISSN 0025-5718; ISSN MCMPAF
- Country of Publication:
- United States
- Language:
- English
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Related Subjects
661300* -- Other Aspects of Physical Science-- (1992-)
71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
99 GENERAL AND MISCELLANEOUS
990200 -- Mathematics & Computers
COMPUTERIZED SIMULATION
EVALUATION
MATHEMATICAL MODELS
RANDOMNESS
RECURSION RELATIONS
SIMULATION
STATISTICAL MODELS
STOCHASTIC PROCESSES
71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
99 GENERAL AND MISCELLANEOUS
990200 -- Mathematics & Computers
COMPUTERIZED SIMULATION
EVALUATION
MATHEMATICAL MODELS
RANDOMNESS
RECURSION RELATIONS
SIMULATION
STATISTICAL MODELS
STOCHASTIC PROCESSES