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On the autocorrelation structure of inversive congruential pseudorandom number sequences

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Abstract

The inversive congruential method for generating uniform pseudorandom numbers is a particularly attractive alternative to linear congruential generators with their well known deficiencies. In the present paper inversive congruential generators with power of two modulus are considered. Known favourable results on the period length and the statistical independence properties of the generated sequences are summarized. Besides that the autocorrelation structure of inversive congruential sequences is studied. The main result reveals a remarkable autocorrelation property of the inversive congruential method.

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  1. Fachbereich Mathematik, Technische Hochschule Darmstadt, Schloßgartenstraße 7, D-6100, Darmstadt, F.R.G.

    J. Eichenauer-Herrmann

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Eichenauer-Herrmann, J. On the autocorrelation structure of inversive congruential pseudorandom number sequences. Statistical Papers 33, 261–268 (1992). https://doi.org/10.1007/BF02925329

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  • DOI: https://doi.org/10.1007/BF02925329

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