On the distribution of fractional linear congruential pseudorandom numbers
As pseudorandom number generators for Monte Carlo simulations, inversive linear congruential generators (ICG) have some advantages compared with traditional linear congruential generators. It has been shown that a sequence generated by an ICG has a low discrepancy even if the length of the sequence is far shorter than its period. In this paper, we formulate fractional linear congruential generators (FCG), a generalized concept of the inversive linear congruential generators. It is shown that the sequence generated by an FCG is a geometrical shift of a sequence from an ICG and satisfies the same upper bounds of discrepancy. As an application of the general formulation, we show that under certain condition, "Leap-Frog technique," a way of splitting a random number sequence to parallel sequences, can be applied to the ICG or FCG with no extra cost on discrepancy.
discrepancy pseudorandom generators fractional linear transforms inversive linear congruent generators leapfrog