Inversive Congruential Generator - Discrepancy and Its Boundaries

Discrepancy and Its Boundaries

Equidistribution and statistical independence properties of the generated sequences, which are very important for their usability in a stochastic simulation, can be analyzed based on the discrepancy of s-tuples of successive pseudorandom numbers with and respectively.

The discrepancy computes the distance of a generator from a uniform one, a low discrepancy means that the sequence generated can be used for cryptographic purposes and the first aim of the Inversive congruential generator is to provide pseudorandom numbers.

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