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Levin, Mordechay B.

Explicit digital inversive pseudorandom numbers. (English) Zbl 0990.65005

Math. Slovaca 50, No. 5, 581-598 (2000).
The author introduces a new algorithm, the explicit digital inversive method, for the generation of uniform pseudorandom numbers. In particular, the statistical independence properties of the corresponding pseudorandom sequences (over parts of the period) are studied. This leads to interesting discrepancy bounds which are proved via exponential sums applying classical Weil bound.
Reviewer: Robert F.Tichy (Wien)

Cited in 1 Review

MSC:

65C10 Random number generation in numerical analysis
11K45 Pseudo-random numbers; Monte Carlo methods

Keywords:

random number generation; discrepancy; algorithm; explicit digital inversive method; uniform pseudorandom numbers; statistical independence; exponential sums; Weil bound
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References:

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