DocumentCode
2196504
Title
An Upper Bound for the Discrepancy of Quadratic Congruential Random Numbers
Author
Zhang, Guangqiang
Author_Institution
Coll. of Math. & Inf. Sci., North China Inst. of Water Conservancy & Hydroelectric Power, Zhengzhou, China
Volume
1
fYear
2011
fDate
14-15 May 2011
Firstpage
272
Lastpage
275
Abstract
In this paper, it deals with the quadratic congruential generator with the modulus m=2p for generating uniform random numbers. Statistical independence property is studied on the discrepancy of successive pairs (xn,xn+1) in the generated numbers, and an upper bound for the discrepancy is established, which is improved in comparison with the upper bound in.
Keywords
number theory; random number generation; random sequences; statistical analysis; quadratic congruential random number; statistical independence property; Generators; Lattices; Programming; Random number generation; Upper bound; Water conservation; discrepancy; exponential sum; random numbers; successive pairs;
fLanguage
English
Publisher
ieee
Conference_Titel
Network Computing and Information Security (NCIS), 2011 International Conference on
Conference_Location
Guilin
Print_ISBN
978-1-61284-347-6
Type
conf
DOI
10.1109/NCIS.2011.61
Filename
5948731
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