Parallel Streams of Nonlinear Congruential Pseudorandom Numbers

Abstract

AbstractThis paper deals with the general nonlinear congruential method for generating uniform pseudorandom numbers, in which permutation polynomials over finite prime fields play an important role. It is known that these pseudorandom numbers exhibit an attractive equidistribution and statistical independence behavior. In the context of parallelized simulation methods, a large number of parallel streams of pseudorandom numbers with strong mutual statistical independence properties are required. In the present paper, such properties of parallelized nonlinear congruential generators are studied based on the discrepancy of certain point sets. Upper and lower bounds for the discrepancy both over the full period and over (sufficiently large) parts of the period are established. The method of proof rests on the classical Weil bound for exponential sums