• 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