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
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;
Conference_Titel :
Network Computing and Information Security (NCIS), 2011 International Conference on
Conference_Location :
Guilin
Print_ISBN :
978-1-61284-347-6
DOI :
10.1109/NCIS.2011.61
