The inversive congruential method is an attractive alternative to the classical linear congruential method for pseudorandom number generation. In this paper we present the first nontrivial bounds on the multidimensional discrepancy of individual sequences of inversive congruential pseudorandom numbers in parts of the period. The proof is based on a new bound for certain incomplete exponential sums.
|Number of pages||6|
|Journal||Monatshefte fur Mathematik|
|Publication status||Published - 2000|