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.
Read more about this topic: Inversive Congruential Generator
Famous quotes containing the word boundaries:
“Whereas the Greeks gave to will the boundaries of reason, we have come to put the will’s impulse in the very center of reason, which has, as a result, become deadly.”
—Albert Camus (1913–1960)