ON THE DISCREPANCY OF QUADRATIC CONGRUENTIAL PSEUDORANDOM NUMBERS

[摘要] One of the alternatives to linear congruential pseudorandom number generators with their undesirable lattice structure is the quadratic congruential method which is due to Knuth. In the present paper the statistical independence properties of pairs of consecutive pseudorandom numbers generated according to this method are analysed by means of the serial test. Upper bounds for the discrepancy of these pairs are established which are essentially best possible. The results show that the quadratic congruential method performs uniformly statisfactorily if a reasonable choice of one of the parameters is made. The method of proof relies heavily on the evaluation of certain exponential sums.

[发布日期] 1991-04-04

[关键词] PSEUDORANDOM NUMBER GENERATOR;QUADRATIC CONGRUENTIAL METHOD;INDEPENDENCE OF PAIRS;SERIAL TEST;DISCREPANCY