On the average distribution of inversive pseudorandom numbers

Abstract

The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. The authors have recently introduced a new method for obtaining nontrivial upper bounds on the multidimensional discrepancy of inversive congruential pseudorandom numbers in parts of the period. This method has also been used to study the multidimensional distribution of several other similar families of pseudorandom numbers. Here we apply this method to show that, "on average" over all initial values, much stronger results than those known for "individual" sequences can be obtained. © 2002 Elsevier Science (USA).