Pseudo-random properties of a linear congruential generator investigated by b-adic diaphony

摘要

In the proposed paper we continue the study of the diaphony, defined in b-adic number system, and we extend it in different directions. We investigate this diaphony as a tool for estimation of the pseudorandom properties of some of the most used random number generators. This is done by evaluating the distribution of specially constructed two-dimensional nets on the base of the obtained random numbers. The aim is to see how the generated numbers are suitable for calculations in some numerical methods (Monte Carlo etc.).