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Abstract: Inversive congruential generators have many attractive theoretical properties (see the contribution of Entacher and Hellekalek [6] in this volume). However, it is still unknown if and in what respect the new generators are superior to the traditional ones in real-world stochastic simulations. In this paper, we study the behavior of linear congruential and inversive congruential random number generators in stringent statistical tests with varying parameters. We find that the performance of... (Update)
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BibTeX entry: (Update)
@misc{ entacher-inversive,
author = "Karl Entacher and Hannes Leeb",
title = "Inversive Pseudorandom Number Generators: Empirical Results",
url = "citeseer.ist.psu.edu/131662.html" }
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1 Classical and new pseudorandom number generators in the run .. (context) - Entacher - 1994
1 Parallel stochastic simulation: inversive pseudorandom numbe.. (context) - Entacher, Hellekalek
1 Asymptotic distribution of runs up and down (context) - Wolfowitz - 1944
1 The covariance matrix of runs up and down (context) - Wolfowitz
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