On the Distribution of Pseudo-Random Numbers Generated by the Linear Congruential Method. III
- 1 July 1976
- journal article
- research article
- Published by JSTOR in Mathematics of Computation
- Vol. 30 (135) , 571-597
- https://doi.org/10.2307/2005328
Abstract
The discrepancy of a sequence of pseudo-random numbers generated by the linear congruential method, both homogeneous and inhomogeneous, is estimated for parts of the period that are somewhat larger than the square root of the modulus. The analogous problem for an arbitrary linear congruential generator modulo a prime is also considered, the result being particularly interesting for maximal period sequences. It is shown that the discrepancy estimates in this paper are best possible apart from logarithmic factors.Keywords
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