On the Distribution of Some New Explicit Inversive Pseudorandom Numbers and Vectors

Arne Winterhof ()
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Arne Winterhof: Austrian Academy of Sciences, Johann Radon Institute for Computational and Applied Mathematics

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2004, 2006, pp 487-499 from Springer

Abstract: Summary Inversive methods are attractive alternatives to the linear method for pseudorandom number generation. A particularly attractive method is the new explicit inversive method recently introduced by Meidl and the author. We present nontrivial results on the distribution of pseudorandom numbers and vectors generated by this method over the full period and in parts of the period. Moreover, we establish some new results on the statistical properties of parallel streams of such pseudorandom numbers. These results demonstrate that the new method is eminently suitable for the generation of parallel streams of pseudorandom numbers with desirable properties. The proofs are based on new bounds on certain exponential sums over finite fields.

Keywords: Pseudorandom numbers; Inversive method; Discrepancy; Random numbers for parallel processors (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-31186-7_30

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DOI: 10.1007/3-540-31186-6_30

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