Evaluation of the discrepancy of the linear congruential pseudo-random number sequences
Bhavsar, V. , C., Lambrou, L. , A., Horton, J. , D., & Gujar, U. , G. (1987). Evaluation of the discrepancy of the linear congruential pseudo-random number sequences.
Niederreiter has defined the discrepancy of a pseudo-random number (PRN) sequence as a quantity which measures the deviation of the sequence's distribution from the ideal uniform distribution. The discrepancy evaluation appears to be a promising criteria for testing randomness of PRN sequences. In this paper, we propose two algorithms for computer evaluation of the discrepancy of PRN sequences and evaluate the discrepancy of PRN sequences generated by a linear congruential method.
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