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A survey of quadratic and inversive congruential pseudorandom numbers

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Book cover Monte Carlo and Quasi-Monte Carlo Methods 1996

Part of the book series: Lecture Notes in Statistics ((LNS,volume 127))

Abstract

This review paper deals with nonlinear methods for the generation of uniform pseudorandom numbers in the unit interval. The emphasis is on results of the theoretical analysis of quadratic congruential and (recursive) inversive congruential generators, which are scattered over a fairly large number of articles. Additionally, empirical results of some sample generators in a two—level overlapping serial test are given.

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Authors and Affiliations

  1. Fachbereich Mathematik, Technische Hochschule Darmstadt, Schloßgartenstraße 7, Darmstadt, D-64289, Deutschland

    Jürgen Eichenauer-Herrmann & Eva Herrmann

  2. Institut für Mathematik, Universität Salzburg, Hellbrunner Straße 34, Salzburg, A-5020, Austria

    Stefan Wegenkittl

Authors
  1. Jürgen Eichenauer-Herrmann
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  2. Eva Herrmann
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  3. Stefan Wegenkittl
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Editors and Affiliations

  1. Institute of Information Processing, Austrian Academy of Sciences, Vienna, A-1010, Austria

    Harald Niederreiter

  2. Department of Mathematics, University of Salzburg, Salzburg, A-5020, Austria

    Peter Hellekalek , Gerhard Larcher  & Peter Zinterhof ,  & 

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Eichenauer-Herrmann, J., Herrmann, E., Wegenkittl, S. (1998). A survey of quadratic and inversive congruential pseudorandom numbers. In: Niederreiter, H., Hellekalek, P., Larcher, G., Zinterhof, P. (eds) Monte Carlo and Quasi-Monte Carlo Methods 1996. Lecture Notes in Statistics, vol 127. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1690-2_4

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  • DOI: https://doi.org/10.1007/978-1-4612-1690-2_4

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