Distribution of lattice points
Computing (Vienna/New York)
173 - 193
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Please cite this item using this persistent URLhttp://hdl.handle.net/11693/23704
We discuss the lattice structure of congruential random number generators and examine figures of merit. Distribution properties of lattice measures in various dimensions are demonstrated by using large numerical data. Systematic search methods are introduced to diagnose multiplier areas exhibiting good, bad and worst lattice structures. We present two formulae to express multipliers producing worst and bad laice points. The conventional criterion of normalised lattice rule is also questioned and it is shown that this measure used with a fixed threshold is not suitable for an effective discrimination of lattice structures. Usage of percentiles represents different dimensions in a fair fashion and provides consistency for different figures of merits. © Springer-Verlag Wien 2006.
- Research Paper 800
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