Inversive pseudorandom number generators
Peter Hellekalek · 1995
Stochastic simulation requires a reliable source of randomness. Inversive methods are an interesting and very promising new approach to produce uniform pseudorandom numbers. In this paper, we present evidence that these methods are an important contribution to our toolbox. We survey the outstanding performance of inversive pseudorandom number generators in theoretical and empirical tests, in comparison to linear generators. In addition, this paper contains tables of parameters to implement inversive congruential generators.