zbMATH — the first resource for mathematics

On the choice of parameters in pseudorandom number generators. (English. Russian original) Zbl 0696.65003
Sov. Math., Dokl. 40, No. 1, 101-105 (1990); translation from Dokl. Akad. Nauk SSSR 307, No. 1-6, 529-534 (1989).
Consider pseudorandom numbers obtained with a linear congruence method and recursion methods. The initial values in the generators are chosen so, that the s-dimensional deviation of the first N points of the sequence is \(O(N^{-1/2}\ln^{s+3}N)\).
Reviewer: W.Grecksch

65C10 Random number generation in numerical analysis
PDF BibTeX Cite